Soc. Generale Call 160 YUM 20.12.2024
/ DE000SV46DN3
Soc. Generale Call 160 YUM 20.12..../ DE000SV46DN3 /
| 2024-06-26 11:40:12 AM |
Chg.-0.022 |
Bid8:22:54 PM |
Ask8:22:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-22.45% |
0.082
Bid Size: 80,000 |
0.092
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: |
0.076 |
| High: |
0.076 |
| Low: |
0.076 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.91% |
| 1 Month |
|
|
-55.29% |
| 3 Months |
|
|
-63.81% |
| YTD |
|
|
-70.77% |
| 1 Year |
|
|
-90.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.098 |
| 1M High / 1M Low: |
0.250 |
0.098 |
| 6M High / 6M Low: |
0.360 |
0.098 |
| High (YTD): |
2024-03-13 |
0.360 |
| Low (YTD): |
2024-06-25 |
0.098 |
| 52W High: |
2023-06-30 |
0.900 |
| 52W Low: |
2024-06-25 |
0.098 |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.339 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
228.16% |
| Volatility 6M: |
|
195.23% |
| Volatility 1Y: |
|
159.25% |
| Volatility 3Y: |
|
- |
