Soc. Generale Call 130 YUM 20.09.2024
/ DE000SW1YME6
Soc. Generale Call 130 YUM 20.09..../ DE000SW1YME6 /
| 05/06/2024 10:45:40 |
Chg.+0.05 |
Bid21:56:55 |
Ask21:56:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+3.85% |
1.30
Bid Size: 30,000 |
1.32
Ask Size: 30,000 |
Yum Brands Inc |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW1YME |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
1.06 |
| Time value: |
0.36 |
| Break-even: |
133.67 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
7.17 |
| Rho: |
0.26 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.35 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.74% |
| 1 Month |
|
|
+48.35% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+31.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.86 |
| 1M High / 1M Low: |
1.32 |
0.86 |
| 6M High / 6M Low: |
1.55 |
0.68 |
| High (YTD): |
30/04/2024 |
1.55 |
| Low (YTD): |
06/02/2024 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.74% |
| Volatility 6M: |
|
139.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
