Soc. Generale Put 163.48 VOW3 20.12.2024
/ DE000SD4SBR0
Soc. Generale Put 163.48 VOW3 20..../ DE000SD4SBR0 /
2024-05-28 3:44:21 PM |
Chg.-0.190 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
5.600EUR |
-3.28% |
5.600 Bid Size: 35,000 |
5.620 Ask Size: 35,000 |
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: |
-2.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.01 |
Intrinsic value: |
5.01 |
Implied volatility: |
0.61 |
Historic volatility: |
0.21 |
Parity: |
5.01 |
Time value: |
0.80 |
Break-even: |
113.48 |
Moneyness: |
1.36 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.35% |
Delta: |
-0.65 |
Theta: |
-0.04 |
Omega: |
-1.56 |
Rho: |
-0.72 |
Quote data
Open: |
5.700 |
High: |
5.840 |
Low: |
5.480 |
Previous Close: |
5.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.41% |
1 Month |
|
|
-3.61% |
3 Months |
|
|
+8.53% |
YTD |
|
|
-15.15% |
1 Year |
|
|
+1.45% |
3 Years |
|
|
+10.89% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.120 |
5.790 |
1M High / 1M Low: |
6.430 |
5.600 |
6M High / 6M Low: |
7.260 |
5.110 |
High (YTD): |
2024-01-19 |
7.060 |
Low (YTD): |
2024-04-05 |
5.110 |
52W High: |
2023-10-27 |
7.790 |
52W Low: |
2023-06-14 |
4.540 |
Avg. price 1W: |
|
5.986 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.106 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
57.29% |
Volatility 6M: |
|
49.01% |
Volatility 1Y: |
|
42.39% |
Volatility 3Y: |
|
46.40% |