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

Frankfurt Zert./SG
2024-08-07  9:39:11 PM Chg.-0.060 Bid8:31:54 AM Ask8:31:54 AM Underlying Strike price Expiration date Option type
0.330EUR -15.38% 0.300
Bid Size: 10,000		 0.360
Ask Size: 10,000		 Yum Brands Inc 150.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.72
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -1.24
Time value: 0.34
Break-even: 140.67
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.32
Theta: -0.02
Omega: 11.60
Rho: 0.16
 

Quote data

Open: 0.350
High: 0.370
Low: 0.310
Previous Close: 0.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.45%
1 Month  
+94.12%
3 Months
  -29.79%
YTD
  -36.54%
1 Year
  -67.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.310
1M High / 1M Low: 0.390 0.140
6M High / 6M Low: 0.790 0.140
High (YTD): 2024-03-07 0.790
Low (YTD): 2024-07-24 0.140
52W High: 2023-08-14 1.050
52W Low: 2024-07-24 0.140
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.518
Avg. volume 1Y:   0.000
Volatility 1M:   214.20%
Volatility 6M:   168.85%
Volatility 1Y:   143.79%
Volatility 3Y:   -