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

Frankfurt Zert./SG
9/12/2024  9:46:50 PM Chg.-0.010 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 10,000		 0.160
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: 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: CL
 
  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): 3/7/2024 0.790
Low (YTD): 7/24/2024 0.140
52W High: 9/14/2023 0.870
52W Low: 7/24/2024 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:   -