Soc. Generale Put 140 YUM 20.09.2024
/ DE000SV6Q148
Soc. Generale Put 140 YUM 20.09.2.../ DE000SV6Q148 /
14/08/2024 21:41:21 |
Chg.+0.030 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+7.50% |
0.440 Bid Size: 6,900 |
0.470 Ask Size: 6,900 |
Yum Brands Inc |
140.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SV6Q14 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Yum Brands Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
24/05/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.23 |
Historic volatility: |
0.15 |
Parity: |
0.22 |
Time value: |
0.24 |
Break-even: |
122.72 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
4.55% |
Delta: |
-0.56 |
Theta: |
-0.04 |
Omega: |
-15.23 |
Rho: |
-0.08 |
Quote data
Open: |
0.380 |
High: |
0.450 |
Low: |
0.350 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.82% |
1 Month |
|
|
-62.61% |
3 Months |
|
|
-23.21% |
YTD |
|
|
-62.61% |
1 Year |
|
|
-66.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.400 |
1M High / 1M Low: |
1.330 |
0.400 |
6M High / 6M Low: |
1.330 |
0.400 |
High (YTD): |
05/02/2024 |
1.440 |
Low (YTD): |
13/08/2024 |
0.400 |
52W High: |
13/10/2023 |
2.360 |
52W Low: |
13/08/2024 |
0.400 |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.892 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.762 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.142 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
255.07% |
Volatility 6M: |
|
176.60% |
Volatility 1Y: |
|
140.14% |
Volatility 3Y: |
|
- |