Soc. Generale Put 160 VOW3 21.06.2024
/ DE000SU61HH7
Soc. Generale Put 160 VOW3 21.06..../ DE000SU61HH7 /
2024-05-03 1:59:39 PM |
Chg.+0.04 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.08EUR |
+0.79% |
- Bid Size: - |
- Ask Size: - |
VOLKSWAGEN AG VZO O.... |
160.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
SU61HH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.45 |
Intrinsic value: |
4.45 |
Implied volatility: |
1.15 |
Historic volatility: |
0.22 |
Parity: |
4.45 |
Time value: |
0.63 |
Break-even: |
109.20 |
Moneyness: |
1.39 |
Premium: |
0.05 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.02 |
Spread %: |
0.40% |
Delta: |
-0.71 |
Theta: |
-0.16 |
Omega: |
-1.62 |
Rho: |
-0.17 |
Quote data
Open: |
5.15 |
High: |
5.15 |
Low: |
5.08 |
Previous Close: |
5.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.01% |
1 Month |
|
|
+27.96% |
3 Months |
|
|
+10.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
5.08 |
4.58 |
1M High / 1M Low: |
5.08 |
3.97 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.45 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |