Soc. Generale Put 160 VOW3 21.06.2024
/ DE000SU61HH7
Soc. Generale Put 160 VOW3 21.06..../ DE000SU61HH7 /
| 2024-05-15 8:24:10 AM |
Chg.-0.27 |
Bid8:57:33 PM |
Ask8:57:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.46EUR |
-5.71% |
4.57
Bid Size: 6,000 |
4.64
Ask Size: 6,000 |
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: |
-2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
3.82 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.21 |
| Parity: |
3.82 |
| Time value: |
0.73 |
| Break-even: |
114.60 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
-0.69 |
| Theta: |
-0.21 |
| Omega: |
-1.85 |
| Rho: |
-0.13 |
Quote data
| Open: |
4.46 |
| High: |
4.46 |
| Low: |
4.46 |
| Previous Close: |
4.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.16% |
| 1 Month |
|
|
+5.19% |
| 3 Months |
|
|
-5.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.02 |
4.73 |
| 1M High / 1M Low: |
5.08 |
4.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
