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

EUWAX
28/06/2024  08:27:20 Chg.+0.030 Bid22:00:45 Ask22:00:45 Underlying Strike price Expiration date Option type
0.470EUR +6.82% -
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: 25.23
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -0.70
Time value: 0.49
Break-even: 135.57
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.42
Theta: -0.02
Omega: 10.61
Rho: 0.22
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month
  -26.56%
3 Months
  -45.98%
YTD
  -38.96%
1 Year
  -72.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.440
1M High / 1M Low: 0.970 0.440
6M High / 6M Low: 1.140 0.430
High (YTD): 30/04/2024 1.140
Low (YTD): 07/02/2024 0.430
52W High: 30/06/2023 1.730
52W Low: 07/02/2024 0.430
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.676
Avg. volume 1M:   0.000
Avg. price 6M:   0.788
Avg. volume 6M:   0.000
Avg. price 1Y:   0.900
Avg. volume 1Y:   0.000
Volatility 1M:   150.32%
Volatility 6M:   139.68%
Volatility 1Y:   120.29%
Volatility 3Y:   -