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

Frankfurt Zert./SG
2024-06-26  8:20:04 PM Chg.-0.006 Bid8:45:34 PM Ask8:45:34 PM Underlying Strike price Expiration date Option type
0.082EUR -6.82% 0.083
Bid Size: 80,000		 0.093
Ask Size: 80,000		 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: 123.57
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -2.58
Time value: 0.10
Break-even: 150.40
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.12
Theta: -0.01
Omega: 15.26
Rho: 0.07
 

Quote data

Open: 0.075
High: 0.085
Low: 0.073
Previous Close: 0.088
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.45%
1 Month
  -54.44%
3 Months
  -60.95%
YTD
  -68.46%
1 Year
  -89.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.088
1M High / 1M Low: 0.270 0.088
6M High / 6M Low: 0.400 0.088
High (YTD): 2024-03-07 0.400
Low (YTD): 2024-06-25 0.088
52W High: 2023-06-30 0.910
52W Low: 2024-06-25 0.088
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   0.345
Avg. volume 1Y:   0.000
Volatility 1M:   211.35%
Volatility 6M:   181.50%
Volatility 1Y:   149.97%
Volatility 3Y:   -