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Soc. Generale Put 120 YUM 20.09.2.../  DE000SV6Q130  /

Frankfurt Zert./SG
7/11/2024  9:40:26 PM Chg.-0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.180EUR -10.00% 0.180
Bid Size: 10,000		 0.190
Ask Size: 10,000		 Yum Brands Inc 120.00 USD 9/20/2024 Put
 

Master data

WKN: SV6Q13
Issuer: Société Générale
Currency: EUR
Underlying: Yum Brands Inc
Type: Warrant
Option type: Put
Strike price: 120.00 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: -59.62
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.14
Parity: -0.85
Time value: 0.20
Break-even: 108.77
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.23
Theta: -0.03
Omega: -13.69
Rho: -0.06
 

Quote data

Open: 0.180
High: 0.190
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+50.00%
3 Months
  -14.29%
YTD
  -58.14%
1 Year
  -72.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.230 0.110
6M High / 6M Low: 0.510 0.086
High (YTD): 2/6/2024 0.510
Low (YTD): 5/16/2024 0.086
52W High: 10/13/2023 1.120
52W Low: 5/16/2024 0.086
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.449
Avg. volume 1Y:   0.000
Volatility 1M:   141.26%
Volatility 6M:   165.07%
Volatility 1Y:   133.03%
Volatility 3Y:   -