Soc. Generale Call 140 YUM 20.12.2024
/ DE000SV46DM5
Soc. Generale Call 140 YUM 20.12..../ DE000SV46DM5 /
| 11/19/2024 4:02:00 PM |
Chg.-0.016 |
Bid4:23:10 PM |
Ask4:23:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
-23.19% |
0.052
Bid Size: 50,000 |
0.062
Ask Size: 50,000 |
Yum Brands Inc |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SV46DM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/9/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
150.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-0.57 |
| Time value: |
0.08 |
| Break-even: |
132.98 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
13.51% |
| Delta: |
0.22 |
| Theta: |
-0.03 |
| Omega: |
33.83 |
| Rho: |
0.02 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.048 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.83% |
| 1 Month |
|
|
-77.92% |
| 3 Months |
|
|
-88.72% |
| YTD |
|
|
-93.21% |
| 1 Year |
|
|
-92.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.069 |
| 1M High / 1M Low: |
0.240 |
0.069 |
| 6M High / 6M Low: |
1.020 |
0.069 |
| High (YTD): |
4/29/2024 |
1.200 |
| Low (YTD): |
11/18/2024 |
0.069 |
| 52W High: |
4/29/2024 |
1.200 |
| 52W Low: |
11/18/2024 |
0.069 |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.624 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
414.47% |
| Volatility 6M: |
|
259.08% |
| Volatility 1Y: |
|
203.80% |
| Volatility 3Y: |
|
- |
