Soc. Generale Put 197.89 VOW3 20.12.2024
/ DE000SD4SBV2
Soc. Generale Put 197.89 VOW3 20..../ DE000SD4SBV2 /
2024-05-17 9:35:17 PM |
Chg.+0.040 |
Bid9:50:30 PM |
Ask9:50:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.830EUR |
+0.41% |
9.810 Bid Size: 5,000 |
9.890 Ask Size: 5,000 |
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: |
9.810 |
High: |
9.880 |
Low: |
9.780 |
Previous Close: |
9.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.44% |
1 Month |
|
|
+1.97% |
3 Months |
|
|
+1.44% |
YTD |
|
|
-6.20% |
1 Year |
|
|
+8.38% |
3 Years |
|
|
+12.73% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.940 |
9.590 |
1M High / 1M Low: |
10.400 |
9.560 |
6M High / 6M Low: |
11.150 |
8.990 |
High (YTD): |
2024-01-19 |
10.980 |
Low (YTD): |
2024-04-05 |
8.990 |
52W High: |
2023-10-27 |
11.670 |
52W Low: |
2023-06-14 |
7.940 |
Avg. price 1W: |
|
9.766 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.909 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.000 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.902 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
34.35% |
Volatility 6M: |
|
30.95% |
Volatility 1Y: |
|
27.55% |
Volatility 3Y: |
|
34.98% |