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Soc. Generale Put 129.06 VOW3 20..../  DE000SD4RTW4  /

Frankfurt Zert./SG
2024-05-27  9:47:50 PM Chg.-0.150 Bid9:58:32 PM Ask9:58:32 PM Underlying Strike price Expiration date Option type
2.000EUR -6.98% 1.990
Bid Size: 7,000		 2.020
Ask Size: 7,000		 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: -6.31
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.23
Implied volatility: 0.40
Historic volatility: 0.21
Parity: 1.23
Time value: 0.95
Break-even: 110.30
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.46%
Delta: -0.53
Theta: -0.03
Omega: -3.32
Rho: -0.46
 

Quote data

Open: 2.160
High: 2.160
Low: 1.980
Previous Close: 2.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.54%
1 Month
  -9.09%
3 Months  
+6.95%
YTD
  -33.33%
1 Year
  -24.24%
3 Years
  -31.51%
5 Years     -
10 Years     -
1W High / 1W Low: 2.280 2.000
1M High / 1M Low: 2.620 1.960
6M High / 6M Low: 3.550 1.780
High (YTD): 2024-01-19 3.320
Low (YTD): 2024-04-08 1.780
52W High: 2023-10-27 4.080
52W Low: 2024-04-08 1.780
Avg. price 1W:   2.168
Avg. volume 1W:   0.000
Avg. price 1M:   2.244
Avg. volume 1M:   0.000
Avg. price 6M:   2.469
Avg. volume 6M:   0.000
Avg. price 1Y:   2.696
Avg. volume 1Y:   0.000
Volatility 1M:   113.57%
Volatility 6M:   89.75%
Volatility 1Y:   73.61%
Volatility 3Y:   65.02%