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

EUWAX
6/28/2024  9:55:34 AM Chg.+0.003 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.032EUR +10.34% -
Bid Size: -
-
Ask Size: -
Yum Brands Inc 170.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/7/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 242.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -3.50
Time value: 0.05
Break-even: 159.18
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 24.39%
Delta: 0.07
Theta: -0.01
Omega: 16.30
Rho: 0.04
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -49.21%
3 Months
  -73.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.029
1M High / 1M Low: 0.110 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -