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Soc. Generale Put 197.89 VOW3 20..../  DE000SD4SBV2  /

EUWAX
2024-05-17  9:57:20 AM Chg.+0.02 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
9.83EUR +0.20% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 197.89 EUR 2024-12-20 Put
 

Master data

WKN: SD4SBV
Issuer: Société Générale
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Put
Strike price: 197.89 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: -1.42
Leverage: Yes

Calculated values

Fair value: 9.00
Intrinsic value: 9.00
Implied volatility: 0.81
Historic volatility: 0.21
Parity: 9.00
Time value: 0.86
Break-even: 113.04
Moneyness: 1.64
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.20%
Delta: -0.68
Theta: -0.04
Omega: -0.96
Rho: -0.98
 

Quote data

Open: 9.83
High: 9.83
Low: 9.83
Previous Close: 9.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.25%
1 Month  
+0.41%
3 Months  
+1.34%
YTD
  -6.20%
1 Year  
+8.14%
3 Years  
+12.60%
5 Years     -
10 Years     -
1W High / 1W Low: 10.07 9.75
1M High / 1M Low: 10.46 9.66
6M High / 6M Low: 11.14 8.93
High (YTD): 2024-01-19 10.98
Low (YTD): 2024-04-08 8.93
52W High: 2023-10-27 11.68
52W Low: 2023-06-14 7.95
Avg. price 1W:   9.86
Avg. volume 1W:   0.00
Avg. price 1M:   9.98
Avg. volume 1M:   0.00
Avg. price 6M:   10.02
Avg. volume 6M:   0.00
Avg. price 1Y:   9.91
Avg. volume 1Y:   .16
Volatility 1M:   25.23%
Volatility 6M:   31.24%
Volatility 1Y:   27.76%
Volatility 3Y:   36.36%