Soc. Generale Call 170 YUM 20.12..../  DE000SW7EUD0  /

EUWAX
2024-07-11  10:04:30 AM Chg.-0.009 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.015EUR -37.50% -
Bid Size: -
-
Ask Size: -
Yum Brands Inc 170.00 USD 2024-12-20 Call
 

Master data

WKN: SW7EUD
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-12-20
Issue date: 2024-03-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 313.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.14
Parity: -3.77
Time value: 0.04
Break-even: 157.30
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.87
Spread abs.: 0.01
Spread %: 35.71%
Delta: 0.05
Theta: -0.01
Omega: 16.48
Rho: 0.03
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -77.27%
3 Months
  -89.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.016
1M High / 1M Low: 0.066 0.016
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -