Soc. Generale Call 150 YUM 20.12.2024
/ DE000SU2P8Y8
Soc. Generale Call 150 YUM 20.12..../ DE000SU2P8Y8 /
| 7/11/2024 9:37:28 PM |
Chg.+0.020 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+14.29% |
0.160
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
Yum Brands Inc |
150.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-1.92 |
| Time value: |
0.16 |
| Break-even: |
140.06 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
13.95 |
| Rho: |
0.09 |
Quote data
| Open: |
0.140 |
| High: |
0.160 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-56.76% |
| 3 Months |
|
|
-72.88% |
| YTD |
|
|
-65.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.120 |
| 1M High / 1M Low: |
0.390 |
0.120 |
| 6M High / 6M Low: |
0.700 |
0.120 |
| High (YTD): |
4/29/2024 |
0.700 |
| Low (YTD): |
7/9/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.10% |
| Volatility 6M: |
|
162.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
