Soc. Generale Put 197.89 VOW3 20.12.2024
/ DE000SD4SBV2
Soc. Generale Put 197.89 VOW3 20..../ DE000SD4SBV2 /
| 2024-05-28 1:03:22 PM |
Chg.-0.290 |
Bid1:27:41 PM |
Ask1:27:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.500EUR |
-2.96% |
9.540
Bid Size: 35,000 |
9.560
Ask Size: 35,000 |
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: |
-1.43 |
| 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: |
0.81 |
| Break-even: |
113.47 |
| Moneyness: |
1.64 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.20% |
| Delta: |
-0.68 |
| Theta: |
-0.05 |
| Omega: |
-0.98 |
| Rho: |
-0.94 |
Quote data
| Open: |
9.700 |
| High: |
9.840 |
| Low: |
9.480 |
| Previous Close: |
9.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.23% |
| 1 Month |
|
|
-2.76% |
| 3 Months |
|
|
+5.44% |
| YTD |
|
|
-9.35% |
| 1 Year |
|
|
+4.40% |
| 3 Years |
|
|
+22.90% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.140 |
9.790 |
| 1M High / 1M Low: |
10.400 |
9.580 |
| 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: |
|
9.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.958 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
9.922 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
33.60% |
| Volatility 6M: |
|
30.97% |
| Volatility 1Y: |
|
27.62% |
| Volatility 3Y: |
|
34.88% |
