Soc. Generale Put 137.67 VOW3 20.12.2024
/ DE000SD4SBN9
Soc. Generale Put 137.67 VOW3 20..../ DE000SD4SBN9 /
| 2024-06-10 9:48:08 PM |
Chg.-0.010 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
-0.34% |
2.880
Bid Size: 6,000 |
2.950
Ask Size: 6,000 |
VOLKSWAGEN AG VZO O.... |
137.67 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SD4SBN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
137.67 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: |
-4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
2.91 |
| Time value: |
0.06 |
| Break-even: |
112.11 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-3.35 |
| Rho: |
-0.59 |
Quote data
| Open: |
3.000 |
| High: |
3.150 |
| Low: |
2.920 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.92% |
| 1 Month |
|
|
-11.21% |
| 3 Months |
|
|
-12.80% |
| YTD |
|
|
-23.70% |
| 1 Year |
|
|
+3.53% |
| 3 Years |
|
|
-9.57% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.690 |
| 1M High / 1M Low: |
3.300 |
2.570 |
| 6M High / 6M Low: |
4.220 |
2.500 |
| High (YTD): |
2024-01-19 |
4.220 |
| Low (YTD): |
2024-04-08 |
2.500 |
| 52W High: |
2023-10-27 |
4.980 |
| 52W Low: |
2024-04-08 |
2.500 |
| Avg. price 1W: |
|
2.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.459 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
79.40% |
| Volatility 6M: |
|
76.59% |
| Volatility 1Y: |
|
64.52% |
| Volatility 3Y: |
|
59.86% |
