Soc. Generale Call 120 YUM 20.09.2024
/ DE000SQ80FV0
Soc. Generale Call 120 YUM 20.09..../ DE000SQ80FV0 /
| 2024-05-31 9:54:14 AM |
Chg.0.00 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Yum Brands Inc |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SQ80FV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
1.61 |
| Time value: |
0.29 |
| Break-even: |
129.61 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.60% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
5.65 |
| Rho: |
0.27 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.67% |
| 1 Month |
|
|
-7.06% |
| 3 Months |
|
|
-19.39% |
| YTD |
|
|
-3.07% |
| 1 Year |
|
|
-37.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.58 |
| 1M High / 1M Low: |
2.09 |
1.56 |
| 6M High / 6M Low: |
2.29 |
1.20 |
| High (YTD): |
2024-04-30 |
2.29 |
| Low (YTD): |
2024-02-06 |
1.20 |
| 52W High: |
2023-06-15 |
2.81 |
| 52W Low: |
2023-10-12 |
1.09 |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.84 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
100.50% |
| Volatility 6M: |
|
98.97% |
| Volatility 1Y: |
|
85.55% |
| Volatility 3Y: |
|
- |
