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

EUWAX
2024-06-07  8:28:32 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 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: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.29%
1 Month  
+27.78%
3 Months
  -34.29%
YTD
  -11.54%
1 Year
  -69.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.250 0.130
6M High / 6M Low: 0.360 0.110
High (YTD): 2024-03-13 0.360
Low (YTD): 2024-02-07 0.110
52W High: 2023-06-16 0.960
52W Low: 2024-02-07 0.110
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   0.370
Avg. volume 1Y:   0.000
Volatility 1M:   251.31%
Volatility 6M:   189.93%
Volatility 1Y:   155.49%
Volatility 3Y:   -