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Soc. Generale Put 180.69 VOW3 20..../  DE000SD4SBT6  /

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
8.01EUR -1.96% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 180.69 EUR 2024-12-20 Put
 

Master data

WKN: SD4SBT
Issuer: Société Générale
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 180.69 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: -1.71
Leverage: Yes

Calculated values

Fair value: 7.23
Intrinsic value: 7.23
Implied volatility: 0.74
Historic volatility: 0.21
Parity: 7.23
Time value: 0.83
Break-even: 111.33
Moneyness: 1.53
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.25%
Delta: -0.67
Theta: -0.04
Omega: -1.14
Rho: -0.84
 

Quote data

Open: 8.01
High: 8.01
Low: 8.01
Previous Close: 8.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.14%
1 Month  
+1.78%
3 Months  
+10.33%
YTD
  -6.10%
1 Year  
+10.33%
3 Years  
+20.81%
5 Years     -
10 Years     -
1W High / 1W Low: 8.17 7.92
1M High / 1M Low: 8.47 7.75
6M High / 6M Low: 9.20 6.96
High (YTD): 2024-01-19 9.02
Low (YTD): 2024-04-08 6.96
52W High: 2023-10-27 9.74
52W Low: 2023-06-14 6.17
Avg. price 1W:   8.05
Avg. volume 1W:   0.00
Avg. price 1M:   8.07
Avg. volume 1M:   0.00
Avg. price 6M:   8.02
Avg. volume 6M:   0.00
Avg. price 1Y:   8.01
Avg. volume 1Y:   9.45
Volatility 1M:   31.03%
Volatility 6M:   38.69%
Volatility 1Y:   34.10%
Volatility 3Y:   41.19%