Soc. Generale Knock-Out AKAM
/ DE000SY2VYM6
Soc. Generale Knock-Out AKAM/ DE000SY2VYM6 /
| 11/15/2024 2:52:35 PM |
Chg.-0.23 |
Bid3:54:07 PM |
Ask3:54:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-11.62% |
1.99
Bid Size: 20,000 |
2.00
Ask Size: 20,000 |
Akamai Technologies ... |
68.3496 USD |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SY2VYM |
| Currency: |
EUR |
| Underlying: |
Akamai Technologies Inc |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
68.3496 USD |
| Maturity: |
Endless |
| Issue date: |
7/9/2024 |
| Last trading day: |
12/31/2078 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
4.28 |
| Knock-out: |
68.3496 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
18.7262 |
| Distance to knock-out %: |
22.39% |
| Distance to strike price: |
18.7262 |
| Distance to strike price %: |
22.39% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.67 |
| High: |
1.75 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.22% |
| 1 Month |
|
|
-46.97% |
| 3 Months |
|
|
-44.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.97 |
| 1M High / 1M Low: |
3.61 |
1.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
