Soc. Generale Put 150 VOW3 21.06.2024
/ DE000SU13554
Soc. Generale Put 150 VOW3 21.06..../ DE000SU13554 /
| 6/4/2024 3:35:10 PM |
Chg.+0.15 |
Bid9:41:32 PM |
Ask9:41:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.54EUR |
+4.42% |
3.55
Bid Size: 6,000 |
3.62
Ask Size: 6,000 |
VOLKSWAGEN AG VZO O.... |
150.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
SU1355 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.51 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.22 |
| Parity: |
3.51 |
| Time value: |
0.02 |
| Break-even: |
114.80 |
| Moneyness: |
1.30 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
-0.94 |
| Theta: |
-0.05 |
| Omega: |
-3.08 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.60 |
| High: |
3.64 |
| Low: |
3.54 |
| Previous Close: |
3.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.28% |
| 1 Month |
|
|
-15.11% |
| 3 Months |
|
|
-0.56% |
| YTD |
|
|
-18.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.66 |
3.39 |
| 1M High / 1M Low: |
4.05 |
3.39 |
| 6M High / 6M Low: |
4.75 |
2.95 |
| High (YTD): |
1/19/2024 |
4.75 |
| Low (YTD): |
4/8/2024 |
2.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.00% |
| Volatility 6M: |
|
70.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
