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

Frankfurt Zert./SG
7/11/2024  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 12/20/2024 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: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
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  
+24.53%
1 Month
  -58.75%
3 Months
  -78.71%
YTD
  -74.62%
1 Year
  -91.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.049
1M High / 1M Low: 0.170 0.049
6M High / 6M Low: 0.400 0.049
High (YTD): 3/7/2024 0.400
Low (YTD): 7/9/2024 0.049
52W High: 7/24/2023 0.840
52W Low: 7/9/2024 0.049
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   0.314
Avg. volume 1Y:   0.000
Volatility 1M:   196.57%
Volatility 6M:   190.93%
Volatility 1Y:   155.30%
Volatility 3Y:   -