Soc. Generale Put 140 YUM 20.12.2024
/ DE000SY7HAD3
Soc. Generale Put 140 YUM 20.12.2.../ DE000SY7HAD3 /
| 10/9/2024 8:24:18 PM |
Chg.-0.020 |
Bid8:33:33 PM |
Ask8:33:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-2.67% |
0.740
Bid Size: 40,000 |
0.750
Ask Size: 40,000 |
Yum Brands Inc |
140.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
SY7HAD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/19/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
0.48 |
| Time value: |
0.29 |
| Break-even: |
119.86 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
-0.59 |
| Theta: |
-0.03 |
| Omega: |
-9.45 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.670 |
| High: |
0.760 |
| Low: |
0.670 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.74% |
| 1 Month |
|
|
-17.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.530 |
| 1M High / 1M Low: |
1.020 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
