OverviewChartNewsTraderScreen

Soc. Generale Put 180.69 VOW3 20..../  DE000SD4SBT6  /

EUWAX
2024-06-10  9:53:39 AM Chg.+0.19 Bid4:16:21 PM Ask4:16:21 PM Underlying Strike price Expiration date Option type
8.07EUR +2.41% 7.97
Bid Size: 30,000		 7.99
Ask Size: 30,000		 VOLKSWAGEN AG VZO O.... 180.69 EUR 2024-12-20 Put
 

Master data

WKN: SD4SBT
Issuer: Société Générale
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 180.69 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: -1.65
Leverage: Yes

Calculated values

Fair value: 7.91
Intrinsic value: 7.91
Implied volatility: 0.56
Historic volatility: 0.21
Parity: 7.91
Time value: 0.03
Break-even: 112.36
Moneyness: 1.60
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.25%
Delta: -0.82
Theta: -0.01
Omega: -1.35
Rho: -0.85
 

Quote data

Open: 8.07
High: 8.07
Low: 8.07
Previous Close: 7.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.60%
1 Month
  -1.10%
3 Months
  -1.59%
YTD
  -5.39%
1 Year  
+21.54%
3 Years  
+32.51%
5 Years     -
10 Years     -
1W High / 1W Low: 7.88 7.50
1M High / 1M Low: 8.17 7.50
6M High / 6M Low: 9.02 6.96
High (YTD): 2024-01-19 9.02
Low (YTD): 2024-04-08 6.96
52W High: 2023-10-27 9.74
52W Low: 2023-06-14 6.17
Avg. price 1W:   7.69
Avg. volume 1W:   0.00
Avg. price 1M:   7.86
Avg. volume 1M:   0.00
Avg. price 6M:   7.94
Avg. volume 6M:   0.00
Avg. price 1Y:   8.03
Avg. volume 1Y:   9.45
Volatility 1M:   29.15%
Volatility 6M:   37.94%
Volatility 1Y:   33.68%
Volatility 3Y:   41.11%