Soc. Generale Call 150 YUM 17.01.2025
/ DE000SQ86525
Soc. Generale Call 150 YUM 17.01..../ DE000SQ86525 /
12/09/2024 21:46:50 |
Chg.-0.010 |
Bid08:00:00 |
Ask08:00:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-6.25% |
0.120 Bid Size: 10,000 |
0.180 Ask Size: 10,000 |
Yum Brands Inc |
150.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SQ8652 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
16/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
67.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
-1.45 |
Time value: |
0.18 |
Break-even: |
138.04 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
0.22 |
Theta: |
-0.02 |
Omega: |
15.08 |
Rho: |
0.09 |
Quote data
Open: |
0.140 |
High: |
0.160 |
Low: |
0.140 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-53.13% |
3 Months |
|
|
-65.91% |
YTD |
|
|
-71.15% |
1 Year |
|
|
-80.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.150 |
1M High / 1M Low: |
0.320 |
0.150 |
6M High / 6M Low: |
0.770 |
0.140 |
High (YTD): |
07/03/2024 |
0.790 |
Low (YTD): |
24/07/2024 |
0.140 |
52W High: |
14/09/2023 |
0.870 |
52W Low: |
24/07/2024 |
0.140 |
Avg. price 1W: |
|
0.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.205 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.389 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.455 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
159.08% |
Volatility 6M: |
|
177.30% |
Volatility 1Y: |
|
152.48% |
Volatility 3Y: |
|
- |