Soc. Generale Call 150 YUM 20.09.2024
/ DE000SW1YMF3
Soc. Generale Call 150 YUM 20.09..../ DE000SW1YMF3 /
| 2024-08-08 9:42:41 AM |
Chg.-0.015 |
Bid12:34:36 PM |
Ask12:34:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
-30.00% |
0.038
Bid Size: 10,000 |
0.065
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: |
198.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
-1.24 |
| Time value: |
0.06 |
| Break-even: |
137.90 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.01 |
| Spread %: |
18.87% |
| Delta: |
0.13 |
| Theta: |
-0.03 |
| Omega: |
26.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.035 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-5.41% |
| 3 Months |
|
|
-79.41% |
| YTD |
|
|
-88.33% |
| 1 Year |
|
|
-95.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.040 |
| 1M High / 1M Low: |
0.073 |
0.014 |
| 6M High / 6M Low: |
0.480 |
0.014 |
| High (YTD): |
2024-03-07 |
0.480 |
| Low (YTD): |
2024-07-24 |
0.014 |
| 52W High: |
2023-08-14 |
0.780 |
| 52W Low: |
2024-07-24 |
0.014 |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.209 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.284 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
495.21% |
| Volatility 6M: |
|
307.98% |
| Volatility 1Y: |
|
240.95% |
| Volatility 3Y: |
|
- |
