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Soc. Generale Call 150 YUM 21.06..../  DE000SV44LL5  /

EUWAX
6/11/2024  9:46:18 AM Chg.-0.003 Bid6:21:12 PM Ask6:21:12 PM Underlying Strike price Expiration date Option type
0.001EUR -75.00% 0.003
Bid Size: 35,000		 0.022
Ask Size: 35,000		 Yum Brands Inc 150.00 USD 6/21/2024 Call
 

Master data

WKN: SV44LL
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 556.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.14
Parity: -1.13
Time value: 0.02
Break-even: 139.59
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 22.43
Spread abs.: 0.02
Spread %: 2,200.00%
Delta: 0.07
Theta: -0.05
Omega: 40.61
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -94.44%
1 Month
  -96.43%
3 Months
  -99.52%
YTD
  -99.41%
1 Year
  -99.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.004
1M High / 1M Low: 0.046 0.001
6M High / 6M Low: 0.240 0.001
High (YTD): 3/13/2024 0.240
Low (YTD): 5/30/2024 0.001
52W High: 6/15/2023 0.900
52W Low: 5/30/2024 0.001
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.108
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   1,524.61%
Volatility 6M:   907.67%
Volatility 1Y:   650.15%
Volatility 3Y:   -