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Soc. Generale Call 150 YUM 20.12..../  DE000SU2P8Y8  /

Frankfurt Zert./SG
2024-06-26  8:13:59 PM Chg.-0.010 Bid8:20:09 PM Ask8:20:09 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.200
Bid Size: 80,000		 0.210
Ask Size: 80,000		 Yum Brands Inc 150.00 USD 2024-12-20 Call
 

Master data

WKN: SU2P8Y
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.17
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -1.65
Time value: 0.22
Break-even: 142.27
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.24
Theta: -0.02
Omega: 13.29
Rho: 0.13
 

Quote data

Open: 0.190
High: 0.210
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.93%
1 Month
  -48.72%
3 Months
  -51.22%
YTD
  -56.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.210
1M High / 1M Low: 0.550 0.210
6M High / 6M Low: 0.700 0.210
High (YTD): 2024-04-29 0.700
Low (YTD): 2024-06-25 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.366
Avg. volume 1M:   0.000
Avg. price 6M:   0.459
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.15%
Volatility 6M:   158.25%
Volatility 1Y:   -
Volatility 3Y:   -