Soc. Generale Put 140 YUM 17.01.2025
/ DE000SY01DR3
Soc. Generale Put 140 YUM 17.01.2.../ DE000SY01DR3 /
| 15/10/2024 12:16:17 |
Chg.-0.060 |
Bid13:25:41 |
Ask13:25:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-7.79% |
0.740
Bid Size: 4,100 |
0.840
Ask Size: 4,100 |
Yum Brands Inc |
140.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
SY01DR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-15.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
0.49 |
| Time value: |
0.29 |
| Break-even: |
120.53 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
-0.58 |
| Theta: |
-0.02 |
| Omega: |
-9.24 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.700 |
| High: |
0.720 |
| Low: |
0.700 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.13% |
| 1 Month |
|
|
-16.47% |
| 3 Months |
|
|
-44.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.770 |
| 1M High / 1M Low: |
1.050 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
