Soc. Generale Call 160 YUM 20.12.2024
/ DE000SV46DN3
Soc. Generale Call 160 YUM 20.12..../ DE000SV46DN3 /
2024-06-26 8:20:04 PM |
Chg.-0.006 |
Bid8:53:53 PM |
Ask8:53:53 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: |
|
- |