OverviewChartNewsTraderScreen

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

EUWAX
7/11/2024  8:28:30 AM Chg.+0.013 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.049EUR +36.11% -
Bid Size: -		 -
Ask Size: -		 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: 0.049
Low: 0.049
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.55%
1 Month
  -71.18%
3 Months
  -81.85%
YTD
  -81.15%
1 Year
  -93.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.036
1M High / 1M Low: 0.170 0.036
6M High / 6M Low: 0.360 0.036
High (YTD): 3/13/2024 0.360
Low (YTD): 7/10/2024 0.036
52W High: 7/24/2023 0.840
52W Low: 7/10/2024 0.036
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.208
Avg. volume 6M:   0.000
Avg. price 1Y:   0.306
Avg. volume 1Y:   0.000
Volatility 1M:   182.14%
Volatility 6M:   203.76%
Volatility 1Y:   163.89%
Volatility 3Y:   -