Soc. Generale Put 160 VOW3 21.06.2024
/ DE000SU61HH7
Soc. Generale Put 160 VOW3 21.06..../ DE000SU61HH7 /
| 2024-06-04 3:57:16 PM |
Chg.+0.070 |
Bid4:00:53 PM |
Ask4:00:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.530EUR |
+1.57% |
4.510
Bid Size: 35,000 |
4.530
Ask Size: 35,000 |
VOLKSWAGEN AG VZO O.... |
160.00 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.51 |
| Intrinsic value: |
4.51 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.22 |
| Parity: |
4.51 |
| Time value: |
0.02 |
| Break-even: |
114.80 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
-0.95 |
| Theta: |
-0.05 |
| Omega: |
-2.42 |
| Rho: |
-0.07 |
Quote data
| Open: |
4.470 |
| High: |
4.680 |
| Low: |
4.470 |
| Previous Close: |
4.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.42% |
| 1 Month |
|
|
-11.18% |
| 3 Months |
|
|
+0.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.650 |
4.380 |
| 1M High / 1M Low: |
4.990 |
4.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
