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Soc. Generale Put 129.06 VOW3 20..../  DE000SD4RTW4  /

Frankfurt Zert./SG
6/10/2024  3:37:15 PM Chg.+0.070 Bid3:45:56 PM Ask3:45:56 PM Underlying Strike price Expiration date Option type
2.170EUR +3.33% 2.170
Bid Size: 40,000		 2.180
Ask Size: 40,000		 VOLKSWAGEN AG VZO O.... 129.06 EUR 12/20/2024 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: 12/20/2024
Issue date: 3/19/2021
Last trading day: 12/19/2024
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: 2.140
Previous Close: 2.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.04%
1 Month
  -9.58%
3 Months
  -13.89%
YTD
  -27.67%
1 Year
  -3.98%
3 Years
  -21.94%
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): 1/19/2024 3.320
Low (YTD): 5/28/2024 1.770
52W High: 10/27/2023 4.080
52W Low: 5/28/2024 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%