Soc. Generale Put 163.48 VOW3 20.12.2024
/ DE000SD4SBR0
Soc. Generale Put 163.48 VOW3 20..../ DE000SD4SBR0 /
| 6/10/2024 3:52:17 PM |
Chg.+0.100 |
Bid4:48:47 PM |
Ask4:48:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.000EUR |
+1.69% |
5.950
Bid Size: 30,000 |
5.970
Ask Size: 30,000 |
VOLKSWAGEN AG VZO O.... |
163.48 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SD4SBR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
163.48 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: |
-2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.91 |
| Intrinsic value: |
5.91 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.21 |
| Parity: |
5.91 |
| Time value: |
0.03 |
| Break-even: |
112.36 |
| Moneyness: |
1.45 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-1.79 |
| Rho: |
-0.75 |
Quote data
| Open: |
5.960 |
| High: |
6.100 |
| Low: |
5.940 |
| Previous Close: |
5.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-3.07% |
| 3 Months |
|
|
-2.76% |
| YTD |
|
|
-9.09% |
| 1 Year |
|
|
+21.21% |
| 3 Years |
|
|
+23.71% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.900 |
5.600 |
| 1M High / 1M Low: |
6.190 |
5.490 |
| 6M High / 6M Low: |
7.060 |
5.110 |
| High (YTD): |
1/19/2024 |
7.060 |
| Low (YTD): |
4/5/2024 |
5.110 |
| 52W High: |
10/27/2023 |
7.790 |
| 52W Low: |
6/14/2023 |
4.540 |
| Avg. price 1W: |
|
5.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.970 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.121 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
45.90% |
| Volatility 6M: |
|
48.27% |
| Volatility 1Y: |
|
42.22% |
| Volatility 3Y: |
|
46.50% |
