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

Frankfurt Zert./SG
2024-05-27  9:49:46 PM Chg.-0.200 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
7.790EUR -2.50% 7.790
Bid Size: 5,000		 7.870
Ask Size: 5,000		 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: 8.010
High: 8.030
Low: 7.750
Previous Close: 7.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.39%
1 Month     0.00%
3 Months  
+8.34%
YTD
  -8.68%
1 Year  
+7.15%
3 Years  
+18.21%
5 Years     -
10 Years     -
1W High / 1W Low: 8.120 7.900
1M High / 1M Low: 8.390 7.600
6M High / 6M Low: 9.210 7.050
High (YTD): 2024-01-19 9.020
Low (YTD): 2024-04-08 7.050
52W High: 2023-10-27 9.710
52W Low: 2023-06-14 6.160
Avg. price 1W:   8.004
Avg. volume 1W:   0.000
Avg. price 1M:   8.004
Avg. volume 1M:   0.000
Avg. price 6M:   8.008
Avg. volume 6M:   0.000
Avg. price 1Y:   7.999
Avg. volume 1Y:   0.000
Volatility 1M:   42.26%
Volatility 6M:   38.09%
Volatility 1Y:   33.53%
Volatility 3Y:   39.83%