Soc. Generale Knock-Out AZM
/ DE000SU2RET5
Soc. Generale Knock-Out AZM/ DE000SU2RET5 /
| 2024-07-25 9:23:49 AM |
Chg.-0.15 |
Bid1:52:07 PM |
Ask1:52:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.42EUR |
-2.28% |
6.24
Bid Size: 2,000 |
6.30
Ask Size: 2,000 |
AZIMUT |
16.6779 EUR |
2078-12-31 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU2RET |
| Currency: |
EUR |
| Underlying: |
AZIMUT |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
16.6779 EUR |
| Maturity: |
Endless |
| Issue date: |
2023-11-24 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
3.51 |
| Knock-out: |
17.19 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
5.81 |
| Distance to knock-out %: |
25.26% |
| Distance to strike price: |
6.3258 |
| Distance to strike price %: |
27.50% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.06 |
| Spread %: |
0.91% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.42 |
| High: |
6.42 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
+4.56% |
| 3 Months |
|
|
-12.65% |
| YTD |
|
|
-8.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.89 |
6.57 |
| 1M High / 1M Low: |
6.91 |
5.55 |
| 6M High / 6M Low: |
10.34 |
5.55 |
| High (YTD): |
2024-03-06 |
10.34 |
| Low (YTD): |
2024-07-02 |
5.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.01% |
| Volatility 6M: |
|
63.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
