Soc. Generale Put 160 VOW3 21.06..../  DE000SU61HH7  /

EUWAX
2024-05-22  1:29:45 PM Chg.+0.19 Bid1:46:05 PM Ask1:46:05 PM Underlying Strike price Expiration date Option type
4.94EUR +4.00% 4.95
Bid Size: 40,000
4.97
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: 4.82
High: 4.94
Low: 4.82
Previous Close: 4.75
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.76%
1 Month  
+11.76%
3 Months  
+8.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.75 4.46
1M High / 1M Low: 5.08 4.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.63
Avg. volume 1W:   0.00
Avg. price 1M:   4.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -