Soc. Generale Put 160 VOW3 21.06.2024
/ DE000SU61HH7
Soc. Generale Put 160 VOW3 21.06..../ DE000SU61HH7 /
| 23/05/2024 08:23:24 |
Chg.-0.12 |
Bid11:37:55 |
Ask11:37:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.82EUR |
-2.43% |
4.77
Bid Size: 40,000 |
4.79
Ask Size: 40,000 |
VOLKSWAGEN AG VZO O.... |
160.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
SU61HH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
16/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.16 |
| Intrinsic value: |
4.16 |
| Implied volatility: |
1.49 |
| Historic volatility: |
0.21 |
| Parity: |
4.16 |
| Time value: |
0.75 |
| Break-even: |
110.90 |
| Moneyness: |
1.35 |
| Premium: |
0.06 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
-0.69 |
| Theta: |
-0.29 |
| Omega: |
-1.67 |
| Rho: |
-0.10 |
Quote data
| Open: |
4.82 |
| High: |
4.82 |
| Low: |
4.82 |
| Previous Close: |
4.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.70% |
| 1 Month |
|
|
+8.31% |
| 3 Months |
|
|
+11.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.94 |
4.56 |
| 1M High / 1M Low: |
5.08 |
4.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
