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Soc. Generale Call 160 YUM 17.01..../  DE000SQ86533  /

EUWAX
8/16/2024  8:56:10 AM Chg.0.000 Bid11:40:41 AM Ask11:40:41 AM Underlying Strike price Expiration date Option type
0.086EUR 0.00% 0.091
Bid Size: 10,000		 0.140
Ask Size: 10,000		 Yum Brands Inc 160.00 USD 1/17/2025 Call
 

Master data

WKN: SQ8653
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 104.66
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -2.02
Time value: 0.12
Break-even: 147.02
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.16
Theta: -0.01
Omega: 16.24
Rho: 0.08
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.086
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.57%
1 Month  
+56.36%
3 Months
  -60.91%
YTD
  -71.33%
1 Year
  -85.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.082
1M High / 1M Low: 0.170 0.045
6M High / 6M Low: 0.410 0.045
High (YTD): 4/30/2024 0.410
Low (YTD): 7/25/2024 0.045
52W High: 8/16/2023 0.610
52W Low: 7/25/2024 0.045
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.278
Avg. volume 1Y:   0.000
Volatility 1M:   325.37%
Volatility 6M:   230.12%
Volatility 1Y:   187.95%
Volatility 3Y:   -