Soc. Generale Put 129.06 VOW3 20.12.2024
/ DE000SD4RTW4
Soc. Generale Put 129.06 VOW3 20..../ DE000SD4RTW4 /
| 2024-06-10 6:53:51 PM |
Chg.-0.020 |
Bid7:48:14 PM |
Ask7:48:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
-0.95% |
2.080
Bid Size: 7,000 |
2.120
Ask Size: 7,000 |
VOLKSWAGEN AG VZO O.... |
129.06 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SD4RTW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
129.06 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2021-03-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
8.61:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
1.91 |
| Time value: |
0.20 |
| Break-even: |
110.90 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-4.24 |
| Rho: |
-0.50 |
Quote data
| Open: |
2.140 |
| High: |
2.250 |
| Low: |
2.080 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.23% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
-17.46% |
| YTD |
|
|
-30.67% |
| 1 Year |
|
|
-7.96% |
| 3 Years |
|
|
-25.18% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.870 |
| 1M High / 1M Low: |
2.400 |
1.770 |
| 6M High / 6M Low: |
3.320 |
1.770 |
| High (YTD): |
2024-01-19 |
3.320 |
| Low (YTD): |
2024-05-28 |
1.770 |
| 52W High: |
2023-10-27 |
4.080 |
| 52W Low: |
2024-05-28 |
1.770 |
| Avg. price 1W: |
|
1.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.676 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
93.36% |
| Volatility 6M: |
|
89.97% |
| Volatility 1Y: |
|
74.75% |
| Volatility 3Y: |
|
65.67% |
