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

EUWAX
2024-07-11  8:56:00 AM Chg.+0.015 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.062EUR +31.91% -
Bid Size: -		 -
Ask Size: -		 Yum Brands Inc 160.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 138.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -2.85
Time value: 0.09
Break-even: 148.55
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 13.16%
Delta: 0.11
Theta: -0.01
Omega: 14.90
Rho: 0.06
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.07%
1 Month
  -69.00%
3 Months
  -80.00%
YTD
  -79.33%
1 Year
  -92.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.047
1M High / 1M Low: 0.200 0.047
6M High / 6M Low: 0.410 0.047
High (YTD): 2024-04-30 0.410
Low (YTD): 2024-07-10 0.047
52W High: 2023-07-24 0.920
52W Low: 2024-07-10 0.047
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.247
Avg. volume 6M:   0.000
Avg. price 1Y:   0.349
Avg. volume 1Y:   0.000
Volatility 1M:   159.25%
Volatility 6M:   190.16%
Volatility 1Y:   154.00%
Volatility 3Y:   -