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Soc. Generale Call 150 YUM 17.01..../  DE000SQ86525  /

Frankfurt Zert./SG
10/15/2024  3:39:12 PM Chg.-0.010 Bid4:36:45 PM Ask4:36:45 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 70,000		 0.120
Ask Size: 70,000		 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: 0.110
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -26.67%
3 Months
  -35.29%
YTD
  -78.85%
1 Year
  -73.17%
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:   -