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

EUWAX
2024-06-26  11:40:12 AM Chg.-0.090 Bid8:37:35 PM Ask8:37:35 PM Underlying Strike price Expiration date Option type
0.440EUR -16.98% 0.460
Bid Size: 60,000		 0.470
Ask Size: 60,000		 Yum Brands Inc 140.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.71
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -0.72
Time value: 0.50
Break-even: 135.73
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.42
Theta: -0.02
Omega: 10.40
Rho: 0.23
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.42%
1 Month
  -38.03%
3 Months
  -42.11%
YTD
  -42.86%
1 Year
  -71.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.530
1M High / 1M Low: 0.970 0.530
6M High / 6M Low: 1.140 0.430
High (YTD): 2024-04-30 1.140
Low (YTD): 2024-02-07 0.430
52W High: 2023-06-30 1.730
52W Low: 2024-02-07 0.430
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.716
Avg. volume 1M:   0.000
Avg. price 6M:   0.796
Avg. volume 6M:   0.000
Avg. price 1Y:   0.912
Avg. volume 1Y:   0.000
Volatility 1M:   155.22%
Volatility 6M:   137.93%
Volatility 1Y:   119.74%
Volatility 3Y:   -