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

Frankfurt Zert./SG
2024-05-28  8:53:23 AM Chg.-0.110 Bid8:57:15 AM Ask8:57:15 AM Underlying Strike price Expiration date Option type
2.740EUR -3.86% 2.720
Bid Size: 6,000		 2.770
Ask Size: 6,000		 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: 2.740
High: 2.740
Low: 2.740
Previous Close: 2.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.27%
1 Month
  -9.27%
3 Months  
+6.20%
YTD
  -28.65%
1 Year
  -16.21%
3 Years
  -19.17%
5 Years     -
10 Years     -
1W High / 1W Low: 3.160 2.850
1M High / 1M Low: 3.490 2.790
6M High / 6M Low: 4.440 2.500
High (YTD): 2024-01-19 4.220
Low (YTD): 2024-04-08 2.500
52W High: 2023-10-27 4.980
52W Low: 2024-04-08 2.500
Avg. price 1W:   3.042
Avg. volume 1W:   0.000
Avg. price 1M:   3.112
Avg. volume 1M:   0.000
Avg. price 6M:   3.290
Avg. volume 6M:   0.000
Avg. price 1Y:   3.471
Avg. volume 1Y:   0.000
Volatility 1M:   90.65%
Volatility 6M:   76.38%
Volatility 1Y:   63.67%
Volatility 3Y:   59.32%