Soc. Generale Put 129.06 VOW3 20.12.2024
/ DE000SD4RTW4
Soc. Generale Put 129.06 VOW3 20..../ DE000SD4RTW4 /
| 2024-05-28 9:22:55 AM |
Chg.-0.16 |
Bid3:27:12 PM |
Ask3:27:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-7.44% |
1.87
Bid Size: 50,000 |
1.88
Ask Size: 50,000 |
VOLKSWAGEN AG VZO O.... |
129.06 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SD4RTW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
129.06 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2021-03-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
8.61:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
1.01 |
| Time value: |
0.98 |
| Break-even: |
111.93 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
-0.51 |
| Theta: |
-0.03 |
| Omega: |
-3.59 |
| Rho: |
-0.44 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.95% |
| 1 Month |
|
|
-11.56% |
| 3 Months |
|
|
+4.19% |
| YTD |
|
|
-33.89% |
| 1 Year |
|
|
-24.62% |
| 3 Years |
|
|
-31.62% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.15 |
| 1M High / 1M Low: |
2.66 |
2.06 |
| 6M High / 6M Low: |
3.54 |
1.71 |
| High (YTD): |
2024-01-19 |
3.31 |
| Low (YTD): |
2024-04-04 |
1.71 |
| 52W High: |
2023-10-27 |
4.09 |
| 52W Low: |
2024-04-04 |
1.71 |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
64.52 |
| Avg. price 1Y: |
|
2.70 |
| Avg. volume 1Y: |
|
31.37 |
| Volatility 1M: |
|
82.36% |
| Volatility 6M: |
|
91.84% |
| Volatility 1Y: |
|
75.03% |
| Volatility 3Y: |
|
67.22% |
