Soc. Generale Call 110 YUM 20.09.2024
/ DE000SW3M6D4
Soc. Generale Call 110 YUM 20.09..../ DE000SW3M6D4 /
| 2024-06-06 8:52:58 AM |
Chg.-0.100 |
Bid2024-06-06 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.810EUR |
-3.44% |
2.810
Bid Size: 3,000 |
-
Ask Size: - |
Yum Brands Inc |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW3M6D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.14 |
| Parity: |
2.90 |
| Time value: |
0.15 |
| Break-even: |
131.59 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
4.07 |
| Rho: |
0.27 |
Quote data
| Open: |
2.810 |
| High: |
2.810 |
| Low: |
2.810 |
| Previous Close: |
2.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.31% |
| 1 Month |
|
|
+6.84% |
| 3 Months |
|
|
-6.02% |
| YTD |
|
|
+19.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.060 |
2.480 |
| 1M High / 1M Low: |
3.060 |
2.480 |
| 6M High / 6M Low: |
3.230 |
1.970 |
| High (YTD): |
2024-04-29 |
3.230 |
| Low (YTD): |
2024-02-06 |
2.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.84% |
| Volatility 6M: |
|
73.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
