OverviewChartNewsTraderScreen

Soc. Generale Put 100 YUM 20.09.2.../  DE000SV6Q122  /

EUWAX
7/12/2024  8:29:51 AM Chg.-0.005 Bid10:02:29 AM Ask10:02:29 AM Underlying Strike price Expiration date Option type
0.028EUR -15.15% 0.027
Bid Size: 10,000		 0.061
Ask Size: 10,000		 Yum Brands Inc 100.00 USD 9/20/2024 Put
 

Master data

WKN: SV6Q12
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -238.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.14
Parity: -2.71
Time value: 0.05
Break-even: 91.46
Moneyness: 0.77
Premium: 0.23
Premium p.a.: 1.97
Spread abs.: 0.01
Spread %: 25.00%
Delta: -0.05
Theta: -0.02
Omega: -12.72
Rho: -0.01
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+55.56%
3 Months
  -28.21%
YTD
  -81.33%
1 Year
  -90.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.030
1M High / 1M Low: 0.040 0.018
6M High / 6M Low: 0.160 0.007
High (YTD): 1/5/2024 0.190
Low (YTD): 5/17/2024 0.007
52W High: 10/13/2023 0.480
52W Low: 5/17/2024 0.007
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.052
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   201.06%
Volatility 6M:   549.67%
Volatility 1Y:   393.39%
Volatility 3Y:   -