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Soc. Generale Call 160 YUM 20.12..../  DE000SV46DN3  /

EUWAX
08/08/2024  08:26:14 Chg.-0.024 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.086EUR -21.82% -
Bid Size: -		 -
Ask Size: -		 Yum Brands Inc 160.00 USD 20/12/2024 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: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 113.49
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -2.16
Time value: 0.11
Break-even: 147.52
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.14
Theta: -0.02
Omega: 16.08
Rho: 0.06
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.13%
1 Month  
+100.00%
3 Months
  -52.22%
YTD
  -66.92%
1 Year
  -86.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.086
1M High / 1M Low: 0.130 0.035
6M High / 6M Low: 0.360 0.035
High (YTD): 13/03/2024 0.360
Low (YTD): 25/07/2024 0.035
52W High: 14/08/2023 0.680
52W Low: 25/07/2024 0.035
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.250
Avg. volume 1Y:   0.000
Volatility 1M:   377.27%
Volatility 6M:   245.96%
Volatility 1Y:   196.06%
Volatility 3Y:   -