Soc. Generale Call 120 YUM 20.12.2024
/ DE000SV46DL7
Soc. Generale Call 120 YUM 20.12..../ DE000SV46DL7 /
2024-06-07 9:47:04 PM |
Chg.-0.050 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.240EUR |
-2.18% |
2.250 Bid Size: 3,000 |
2.280 Ask Size: 3,000 |
Yum Brands Inc |
120.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SV46DL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
1.85 |
Implied volatility: |
0.26 |
Historic volatility: |
0.14 |
Parity: |
1.85 |
Time value: |
0.43 |
Break-even: |
133.90 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
1.33% |
Delta: |
0.85 |
Theta: |
-0.02 |
Omega: |
4.81 |
Rho: |
0.46 |
Quote data
Open: |
2.240 |
High: |
2.370 |
Low: |
2.220 |
Previous Close: |
2.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.34% |
1 Month |
|
|
+6.67% |
3 Months |
|
|
-6.28% |
YTD |
|
|
+23.08% |
1 Year |
|
|
-15.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.390 |
2.180 |
1M High / 1M Low: |
2.390 |
1.860 |
6M High / 6M Low: |
2.570 |
1.510 |
High (YTD): |
2024-04-29 |
2.570 |
Low (YTD): |
2024-02-06 |
1.510 |
52W High: |
2023-06-15 |
3.000 |
52W Low: |
2023-10-12 |
1.310 |
Avg. price 1W: |
|
2.272 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.123 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.025 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.061 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
90.65% |
Volatility 6M: |
|
81.62% |
Volatility 1Y: |
|
73.93% |
Volatility 3Y: |
|
- |