Soc. Generale Call 150 YUM 17.01.2025
/ DE000SQ86525
Soc. Generale Call 150 YUM 17.01..../ DE000SQ86525 /
10/15/2024 9:50:26 AM |
Chg.-0.020 |
Bid10/15/2024 |
Ask10/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-16.67% |
0.100 Bid Size: 10,000 |
0.140 Ask Size: 10,000 |
Yum Brands Inc |
150.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
2/16/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
94.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
-1.41 |
Time value: |
0.13 |
Break-even: |
138.80 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.01 |
Spread %: |
8.33% |
Delta: |
0.19 |
Theta: |
-0.02 |
Omega: |
17.94 |
Rho: |
0.06 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-41.18% |
YTD |
|
|
-80.77% |
1 Year |
|
|
-75.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.100 |
1M High / 1M Low: |
0.260 |
0.057 |
6M High / 6M Low: |
0.770 |
0.057 |
High (YTD): |
3/7/2024 |
0.790 |
Low (YTD): |
9/20/2024 |
0.057 |
52W High: |
3/7/2024 |
0.790 |
52W Low: |
9/20/2024 |
0.057 |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.149 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.317 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.416 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
454.33% |
Volatility 6M: |
|
241.83% |
Volatility 1Y: |
|
192.52% |
Volatility 3Y: |
|
- |