Soc. Generale Call 160 YUM 20.12.2024
/ DE000SV46DN3
Soc. Generale Call 160 YUM 20.12..../ DE000SV46DN3 /
| 2024-07-11 9:41:24 PM |
Chg.+0.005 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+8.20% |
0.067
Bid Size: 10,000 |
0.077
Ask Size: 10,000 |
Yum Brands Inc |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV46DN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
165.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
-2.85 |
| Time value: |
0.07 |
| Break-even: |
148.41 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
15.77 |
| Rho: |
0.05 |
Quote data
| Open: |
0.049 |
| High: |
0.071 |
| Low: |
0.047 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
-61.18% |
| 3 Months |
|
|
-78.71% |
| YTD |
|
|
-74.62% |
| 1 Year |
|
|
-91.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.049 |
| 1M High / 1M Low: |
0.170 |
0.049 |
| 6M High / 6M Low: |
0.400 |
0.049 |
| High (YTD): |
2024-03-07 |
0.400 |
| Low (YTD): |
2024-07-09 |
0.049 |
| 52W High: |
2023-07-24 |
0.840 |
| 52W Low: |
2024-07-09 |
0.049 |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.311 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
197.92% |
| Volatility 6M: |
|
191.18% |
| Volatility 1Y: |
|
155.43% |
| Volatility 3Y: |
|
- |
