Soc. Generale Put 163.48 VOW3 20.12.2024
/ DE000SD4SBR0
Soc. Generale Put 163.48 VOW3 20..../ DE000SD4SBR0 /
| 2024-05-17 9:38:21 PM |
Chg.+0.040 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.830EUR |
+0.69% |
5.810
Bid Size: 5,000 |
5.890
Ask Size: 5,000 |
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: |
-2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
5.01 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.21 |
| Parity: |
5.01 |
| Time value: |
0.86 |
| Break-even: |
112.96 |
| Moneyness: |
1.36 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
-0.64 |
| Theta: |
-0.04 |
| Omega: |
-1.52 |
| Rho: |
-0.75 |
Quote data
| Open: |
5.830 |
| High: |
5.900 |
| Low: |
5.800 |
| Previous Close: |
5.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.82% |
| 1 Month |
|
|
+2.46% |
| 3 Months |
|
|
+0.52% |
| YTD |
|
|
-11.67% |
| 1 Year |
|
|
+5.81% |
| 3 Years |
|
|
-0.51% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.930 |
5.600 |
| 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: |
|
5.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.934 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.096 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
58.03% |
| Volatility 6M: |
|
48.93% |
| Volatility 1Y: |
|
42.20% |
| Volatility 3Y: |
|
46.48% |
