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Soc. Generale Put 163.48 VOW3 20..../  DE000SD4SBR0  /

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
6.01EUR -2.59% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 163.48 EUR 2024-12-20 Put
 

Master data

WKN: SD4SBR
Issuer: Société Générale
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 163.48 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: -2.27
Leverage: Yes

Calculated values

Fair value: 5.23
Intrinsic value: 5.23
Implied volatility: 0.64
Historic volatility: 0.21
Parity: 5.23
Time value: 0.83
Break-even: 111.33
Moneyness: 1.38
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.33%
Delta: -0.65
Theta: -0.04
Omega: -1.47
Rho: -0.73
 

Quote data

Open: 6.01
High: 6.01
Low: 6.01
Previous Close: 6.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.17%
1 Month  
+1.86%
3 Months  
+14.69%
YTD
  -8.94%
1 Year  
+8.88%
3 Years  
+19.48%
5 Years     -
10 Years     -
1W High / 1W Low: 6.17 6.01
1M High / 1M Low: 6.48 5.77
6M High / 6M Low: 7.27 5.03
High (YTD): 2024-01-19 7.06
Low (YTD): 2024-04-08 5.03
52W High: 2023-10-27 7.81
52W Low: 2023-06-14 4.55
Avg. price 1W:   6.07
Avg. volume 1W:   0.00
Avg. price 1M:   6.07
Avg. volume 1M:   0.00
Avg. price 6M:   6.07
Avg. volume 6M:   0.00
Avg. price 1Y:   6.12
Avg. volume 1Y:   0.00
Volatility 1M:   40.82%
Volatility 6M:   50.11%
Volatility 1Y:   43.35%
Volatility 3Y:   47.95%