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Soc. Generale Call 140 YUM 20.12..../  DE000SV46DM5  /

Frankfurt Zert./SG
14/10/2024  21:45:38 Chg.+0.030 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.310EUR +10.71% -
Bid Size: -		 -
Ask Size: -		 Yum Brands Inc 140.00 USD 20/12/2024 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: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.90
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.14
Parity: -0.55
Time value: 0.30
Break-even: 131.17
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.37
Theta: -0.04
Omega: 15.24
Rho: 0.08
 

Quote data

Open: 0.260
High: 0.310
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month     0.00%
3 Months
  -3.13%
YTD
  -60.26%
1 Year
  -46.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.560 0.160
6M High / 6M Low: 1.200 0.160
High (YTD): 29/04/2024 1.200
Low (YTD): 20/09/2024 0.160
52W High: 29/04/2024 1.200
52W Low: 20/09/2024 0.160
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.346
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   0.000
Avg. price 1Y:   0.677
Avg. volume 1Y:   0.000
Volatility 1M:   395.43%
Volatility 6M:   214.93%
Volatility 1Y:   171.51%
Volatility 3Y:   -