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

EUWAX
12/07/2024  08:27:25 Chg.+0.008 Bid11:01:04 Ask11:01:04 Underlying Strike price Expiration date Option type
0.057EUR +16.33% 0.059
Bid Size: 10,000		 0.086
Ask Size: 10,000		 Yum Brands Inc 160.00 USD 20/12/2024 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: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 152.70
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.14
Parity: -2.80
Time value: 0.08
Break-even: 147.92
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 14.71%
Delta: 0.10
Theta: -0.01
Omega: 15.42
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): 13/03/2024 0.360
Low (YTD): 10/07/2024 0.036
52W High: 24/07/2023 0.840
52W Low: 10/07/2024 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:   -