Soc. Generale Call 150 YUM 20.12.2024
/ DE000SU2P8Y8
Soc. Generale Call 150 YUM 20.12..../ DE000SU2P8Y8 /
| 2024-09-27 9:48:11 PM |
Chg.+0.040 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+26.67% |
0.200
Bid Size: 10,000 |
0.210
Ask Size: 10,000 |
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: |
72.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-1.07 |
| Time value: |
0.17 |
| Break-even: |
135.91 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
17.66 |
| Rho: |
0.07 |
Quote data
| Open: |
0.130 |
| High: |
0.190 |
| Low: |
0.130 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+331.82% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
-9.52% |
| YTD |
|
|
-58.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.044 |
| 1M High / 1M Low: |
0.150 |
0.044 |
| 6M High / 6M Low: |
0.700 |
0.044 |
| High (YTD): |
2024-04-29 |
0.700 |
| Low (YTD): |
2024-09-20 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
505.29% |
| Volatility 6M: |
|
271.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
