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Soc. Generale Put 140 YUM 20.09.2.../  DE000SV6Q148  /

Frankfurt Zert./SG
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:   -