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

EUWAX
7/11/2024  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 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: 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
  -12.68%
1 Month
  -67.37%
3 Months
  -81.21%
YTD
  -79.33%
1 Year
  -92.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.047
1M High / 1M Low: 0.200 0.047
6M High / 6M Low: 0.410 0.047
High (YTD): 4/30/2024 0.410
Low (YTD): 7/10/2024 0.047
52W High: 7/24/2023 0.920
52W Low: 7/10/2024 0.047
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   0.000
Volatility 1M:   206.47%
Volatility 6M:   195.44%
Volatility 1Y:   156.91%
Volatility 3Y:   -