Soc. Generale Knock-Out AEX
/ DE000SW3Z723
Soc. Generale Knock-Out AEX/ DE000SW3Z723 /
| 9/11/2024 8:26:24 AM |
Chg.-0.07 |
Bid7:49:52 PM |
Ask7:49:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.69EUR |
-0.80% |
8.85
Bid Size: 100,000 |
8.86
Ask Size: 100,000 |
- |
450.0998 EUR |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW3Z72 |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
450.0998 EUR |
| Maturity: |
Endless |
| Issue date: |
9/26/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
50:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
2.02 |
| Knock-out: |
450.0998 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
431.7402 |
| Distance to knock-out %: |
48.96% |
| Distance to strike price: |
431.7402 |
| Distance to strike price %: |
48.96% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.69 |
| High: |
8.69 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.91% |
| 1 Month |
|
|
-0.80% |
| 3 Months |
|
|
-9.67% |
| YTD |
|
|
+25.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.95 |
8.64 |
| 1M High / 1M Low: |
9.49 |
8.64 |
| 6M High / 6M Low: |
9.91 |
8.16 |
| High (YTD): |
7/11/2024 |
9.91 |
| Low (YTD): |
1/17/2024 |
6.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
27.96% |
| Volatility 6M: |
|
26.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
