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

EUWAX
15/10/2024  08:47:11 Chg.+0.013 Bid14:51:59 Ask14:51:59 Underlying Strike price Expiration date Option type
0.110EUR +13.40% 0.100
Bid Size: 10,000		 0.130
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: 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: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.097
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -8.33%
3 Months
  -47.62%
YTD
  -78.43%
1 Year
  -73.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.081
1M High / 1M Low: 0.220 0.038
6M High / 6M Low: 0.740 0.038
High (YTD): 30/04/2024 0.740
Low (YTD): 23/09/2024 0.038
52W High: 30/04/2024 0.740
52W Low: 23/09/2024 0.038
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.397
Avg. volume 1Y:   0.000
Volatility 1M:   657.54%
Volatility 6M:   311.42%
Volatility 1Y:   238.53%
Volatility 3Y:   -