Soc. Generale Call 150 YUM 20.09.2024
/ DE000SW1YMF3
Soc. Generale Call 150 YUM 20.09..../ DE000SW1YMF3 /
| 2024-06-28 9:51:00 PM |
Chg.0.000 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
0.00% |
0.082
Bid Size: 10,000 |
0.092
Ask Size: 10,000 |
Yum Brands Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YMF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
131.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
-1.64 |
| Time value: |
0.09 |
| Break-even: |
140.94 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
11.90% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
19.31 |
| Rho: |
0.04 |
Quote data
| Open: |
0.074 |
| High: |
0.086 |
| Low: |
0.074 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-46.67% |
| 3 Months |
|
|
-75.00% |
| YTD |
|
|
-74.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.079 |
| 1M High / 1M Low: |
0.310 |
0.079 |
| 6M High / 6M Low: |
0.510 |
0.079 |
| High (YTD): |
2024-03-07 |
0.510 |
| Low (YTD): |
2024-06-26 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.73% |
| Volatility 6M: |
|
218.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
