OverviewChartNewsTraderScreen

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

EUWAX
2024-07-12  8:27:25 AM Chg.+0.008 Bid9:02:29 AM Ask9:02:29 AM Underlying Strike price Expiration date Option type
0.057EUR +16.33% 0.056
Bid Size: 10,000		 0.090
Ask Size: 10,000		 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: 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: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.55%
1 Month
  -62.00%
3 Months
  -79.64%
YTD
  -78.08%
1 Year
  -92.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.036
1M High / 1M Low: 0.160 0.036
6M High / 6M Low: 0.360 0.036
High (YTD): 2024-03-13 0.360
Low (YTD): 2024-07-10 0.036
52W High: 2023-07-24 0.840
52W Low: 2024-07-10 0.036
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   0.304
Avg. volume 1Y:   0.000
Volatility 1M:   232.54%
Volatility 6M:   210.02%
Volatility 1Y:   167.58%
Volatility 3Y:   -