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

EUWAX
2024-05-17  9:52:31 AM Chg.+0.023 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
0.046EUR +100.00% -
Bid Size: -		 -
Ask Size: -		 Yum Brands Inc 150.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 203.65
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.77
Time value: 0.06
Break-even: 138.65
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 18.52%
Delta: 0.17
Theta: -0.03
Omega: 34.88
Rho: 0.02
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.29%
1 Month
  -58.18%
3 Months
  -61.67%
YTD
  -72.94%
1 Year
  -95.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.021
1M High / 1M Low: 0.170 0.006
6M High / 6M Low: 0.240 0.006
High (YTD): 2024-03-13 0.240
Low (YTD): 2024-05-06 0.006
52W High: 2023-05-19 0.940
52W Low: 2024-05-06 0.006
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   1,624.29%
Volatility 6M:   706.07%
Volatility 1Y:   505.67%
Volatility 3Y:   -