Soc. Generale Put 160 VOW3 21.06.2024
/ DE000SU61HH7
Soc. Generale Put 160 VOW3 21.06..../ DE000SU61HH7 /
| 2024-05-22 10:00:14 AM |
Chg.+0.210 |
Bid11:00:56 AM |
Ask11:00:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.950EUR |
+4.43% |
4.950
Bid Size: 40,000 |
4.970
Ask Size: 40,000 |
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: |
-2.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
4.09 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.21 |
| Parity: |
4.09 |
| Time value: |
0.72 |
| Break-even: |
112.00 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
-0.70 |
| Theta: |
-0.27 |
| Omega: |
-1.73 |
| Rho: |
-0.11 |
Quote data
| Open: |
4.780 |
| High: |
4.950 |
| Low: |
4.780 |
| Previous Close: |
4.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.79% |
| 1 Month |
|
|
+10.74% |
| 3 Months |
|
|
+14.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.740 |
4.550 |
| 1M High / 1M Low: |
5.170 |
4.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
