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

Frankfurt Zert./SG
6/10/2024  5:44:57 PM Chg.0.000 Bid6:55:25 PM Ask6:55:25 PM Underlying Strike price Expiration date Option type
9.890EUR 0.00% 9.880
Bid Size: 5,000		 9.990
Ask Size: 5,000		 VOLKSWAGEN AG VZO O.... 197.89 EUR 12/20/2024 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: 12/20/2024
Issue date: 3/19/2021
Last trading day: 12/19/2024
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: 9.950
High: 10.100
Low: 9.890
Previous Close: 9.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.02%
1 Month
  -2.85%
3 Months
  -2.18%
YTD
  -5.63%
1 Year  
+17.04%
3 Years  
+32.40%
5 Years     -
10 Years     -
1W High / 1W Low: 9.890 9.600
1M High / 1M Low: 10.180 9.480
6M High / 6M Low: 10.980 8.990
High (YTD): 1/19/2024 10.980
Low (YTD): 4/5/2024 8.990
52W High: 10/27/2023 11.670
52W Low: 6/14/2023 7.940
Avg. price 1W:   9.728
Avg. volume 1W:   0.000
Avg. price 1M:   9.810
Avg. volume 1M:   0.000
Avg. price 6M:   9.888
Avg. volume 6M:   0.000
Avg. price 1Y:   9.953
Avg. volume 1Y:   0.000
Volatility 1M:   27.27%
Volatility 6M:   30.11%
Volatility 1Y:   27.22%
Volatility 3Y:   34.83%