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Soc. Generale Put 197.89 VOW3 20..../  DE000SD4SBV2  /

EUWAX
10/06/2024  09:53:39 Chg.+0.19 Bid12:55:10 Ask12:55:10 Underlying Strike price Expiration date Option type
10.07EUR +1.92% 10.02
Bid Size: 30,000		 10.04
Ask Size: 30,000		 VOLKSWAGEN AG VZO O.... 197.89 EUR 20/12/2024 Put
 

Master data

WKN: SD4SBV
Issuer: Société Générale
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 197.89 EUR
Maturity: 20/12/2024
Issue date: 19/03/2021
Last trading day: 19/12/2024
Ratio: 8.61:1
Exercise type: American
Quanto: -
Gearing: -1.32
Leverage: Yes

Calculated values

Fair value: 9.91
Intrinsic value: 9.91
Implied volatility: 0.64
Historic volatility: 0.21
Parity: 9.91
Time value: 0.03
Break-even: 112.35
Moneyness: 1.76
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.20%
Delta: -0.82
Theta: -0.02
Omega: -1.09
Rho: -0.94
 

Quote data

Open: 10.07
High: 10.07
Low: 10.07
Previous Close: 9.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.00%
1 Month
  -0.89%
3 Months
  -0.98%
YTD
  -3.91%
1 Year  
+19.17%
3 Years  
+34.99%
5 Years     -
10 Years     -
1W High / 1W Low: 9.88 9.50
1M High / 1M Low: 10.17 9.50
6M High / 6M Low: 10.98 8.93
High (YTD): 19/01/2024 10.98
Low (YTD): 08/04/2024 8.93
52W High: 27/10/2023 11.68
52W Low: 14/06/2023 7.95
Avg. price 1W:   9.69
Avg. volume 1W:   0.00
Avg. price 1M:   9.86
Avg. volume 1M:   0.00
Avg. price 6M:   9.91
Avg. volume 6M:   0.00
Avg. price 1Y:   9.96
Avg. volume 1Y:   .16
Volatility 1M:   23.44%
Volatility 6M:   30.58%
Volatility 1Y:   27.36%
Volatility 3Y:   36.18%