Soc. Generale Put 140 YUM 20.09.2024
/ DE000SV6Q148
Soc. Generale Put 140 YUM 20.09.2.../ DE000SV6Q148 /
| 2024-07-11 9:41:54 PM |
Chg.-0.030 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-2.73% |
1.060
Bid Size: 4,000 |
1.070
Ask Size: 4,000 |
Yum Brands Inc |
140.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
1.00 |
| Time value: |
0.11 |
| Break-even: |
118.13 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-7.87 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.040 |
| High: |
1.100 |
| Low: |
1.000 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.94% |
| 1 Month |
|
|
+72.58% |
| 3 Months |
|
|
+46.58% |
| YTD |
|
|
-6.96% |
| 1 Year |
|
|
-18.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.010 |
| 1M High / 1M Low: |
1.260 |
0.570 |
| 6M High / 6M Low: |
1.440 |
0.440 |
| High (YTD): |
2024-02-05 |
1.440 |
| Low (YTD): |
2024-06-04 |
0.440 |
| 52W High: |
2023-10-13 |
2.360 |
| 52W Low: |
2024-06-04 |
0.440 |
| Avg. price 1W: |
|
1.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.824 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.173 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
124.17% |
| Volatility 6M: |
|
145.39% |
| Volatility 1Y: |
|
117.11% |
| Volatility 3Y: |
|
- |
