Soc. Generale Call 180 YUM 20.12.2024
/ DE000SV6HPN5
Soc. Generale Call 180 YUM 20.12..../ DE000SV6HPN5 /
8/16/2024 5:46:24 PM |
Chg.-0.001 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-12.50% |
0.007 Bid Size: 80,000 |
0.020 Ask Size: 80,000 |
Yum Brands Inc |
180.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SV6HPN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/18/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
627.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.14 |
Parity: |
-3.85 |
Time value: |
0.02 |
Break-even: |
164.25 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.01 |
Spread %: |
150.00% |
Delta: |
0.03 |
Theta: |
-0.01 |
Omega: |
20.16 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.007 |
Low: |
0.001 |
Previous Close: |
0.008 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-61.11% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-87.93% |
YTD |
|
|
-92.13% |
1 Year |
|
|
-96.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.018 |
0.008 |
1M High / 1M Low: |
0.037 |
0.008 |
6M High / 6M Low: |
0.120 |
0.008 |
High (YTD): |
3/7/2024 |
0.120 |
Low (YTD): |
8/15/2024 |
0.008 |
52W High: |
8/25/2023 |
0.240 |
52W Low: |
8/15/2024 |
0.008 |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.019 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.050 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.083 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
462.22% |
Volatility 6M: |
|
326.90% |
Volatility 1Y: |
|
256.93% |
Volatility 3Y: |
|
- |