Soc. Generale Put 120 YUM 17.01.2025
/ DE000SY01DQ5
Soc. Generale Put 120 YUM 17.01.2.../ DE000SY01DQ5 /
| 19/11/2024 08:33:48 |
Chg.-0.012 |
Bid11:16:02 |
Ask11:16:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-19.05% |
0.062
Bid Size: 10,000 |
0.091
Ask Size: 10,000 |
Yum Brands Inc |
120.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
SY01DQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-166.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
-1.32 |
| Time value: |
0.08 |
| Break-even: |
112.51 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-19.38 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.063 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.21% |
| 1 Month |
|
|
-66.00% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.034 |
| 1M High / 1M Low: |
0.210 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
578.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
