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Soc. Generale Put 137.67 VOW3 20..../  DE000SD4SBN9  /

EUWAX
2024-05-27  9:46:23 AM Chg.-0.16 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.05EUR -4.98% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 137.67 EUR 2024-12-20 Put
 

Master data

WKN: SD4SBN
Issuer: Société Générale
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 137.67 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: -4.48
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 2.23
Implied volatility: 0.45
Historic volatility: 0.21
Parity: 2.23
Time value: 0.84
Break-even: 111.25
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.33%
Delta: -0.58
Theta: -0.03
Omega: -2.61
Rho: -0.54
 

Quote data

Open: 3.05
High: 3.05
Low: 3.05
Previous Close: 3.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.61%
1 Month
  -0.97%
3 Months  
+15.53%
YTD
  -20.78%
1 Year
  -6.44%
3 Years
  -9.76%
5 Years     -
10 Years     -
1W High / 1W Low: 3.21 3.05
1M High / 1M Low: 3.57 2.90
6M High / 6M Low: 4.44 2.41
High (YTD): 2024-01-19 4.22
Low (YTD): 2024-04-04 2.41
52W High: 2023-10-27 5.00
52W Low: 2024-04-04 2.41
Avg. price 1W:   3.13
Avg. volume 1W:   0.00
Avg. price 1M:   3.17
Avg. volume 1M:   0.00
Avg. price 6M:   3.30
Avg. volume 6M:   0.00
Avg. price 1Y:   3.48
Avg. volume 1Y:   0.00
Volatility 1M:   69.00%
Volatility 6M:   79.74%
Volatility 1Y:   65.80%
Volatility 3Y:   61.73%