Soc. Generale Put 120 VOW3 21.06.2024
/ DE000SU62FS6
Soc. Generale Put 120 VOW3 21.06..../ DE000SU62FS6 /
| 2024-06-10 8:41:34 AM |
Chg.+0.140 |
Bid5:09:54 PM |
Ask5:09:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+22.58% |
0.800
Bid Size: 40,000 |
0.810
Ask Size: 40,000 |
VOLKSWAGEN AG VZO O.... |
120.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SU62FS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.21 |
| Parity: |
0.74 |
| Time value: |
0.03 |
| Break-even: |
112.30 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
-0.86 |
| Theta: |
-0.05 |
| Omega: |
-12.60 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.22% |
| 1 Month |
|
|
-21.65% |
| 3 Months |
|
|
-38.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.460 |
| 1M High / 1M Low: |
1.020 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
