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Soc. Generale Call 160 YUM 20.12..../  DE000SV46DN3  /

Frankfurt Zert./SG
2024-06-07  9:50:47 PM Chg.0.000 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.230EUR 0.00% 0.230
Bid Size: 10,000		 0.240
Ask Size: 10,000		 Yum Brands Inc 160.00 USD 2024-12-20 Call
 

Master data

WKN: SV46DN
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Call
Strike price: 160.00 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: 53.99
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -1.85
Time value: 0.24
Break-even: 150.53
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.24
Theta: -0.02
Omega: 12.72
Rho: 0.15
 

Quote data

Open: 0.230
High: 0.250
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+27.78%
1 Month  
+15.00%
3 Months
  -36.11%
YTD
  -11.54%
1 Year
  -69.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.210
1M High / 1M Low: 0.270 0.150
6M High / 6M Low: 0.400 0.150
High (YTD): 2024-03-07 0.400
Low (YTD): 2024-05-30 0.150
52W High: 2023-06-15 0.970
52W Low: 2024-05-30 0.150
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   218.27%
Volatility 6M:   177.55%
Volatility 1Y:   146.06%
Volatility 3Y:   -