Soc. Generale Put 140 YUM 20.06.2025
/ DE000SY03QL4
Soc. Generale Put 140 YUM 20.06.2.../ DE000SY03QL4 /
| 08/08/2024 08:38:01 |
Chg.+0.01 |
Bid19:25:29 |
Ask19:25:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+0.94% |
1.06
Bid Size: 50,000 |
1.08
Ask Size: 50,000 |
Yum Brands Inc |
140.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
SY03QL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
30/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.33 |
| Time value: |
0.80 |
| Break-even: |
116.82 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-4.92 |
| Rho: |
-0.58 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.40% |
| 1 Month |
|
|
-20.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.06 |
| 1M High / 1M Low: |
1.58 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
