Soc. Generale Knock-Out CAT
/ DE000SU98A07
Soc. Generale Knock-Out CAT/ DE000SU98A07 /
| 8/15/2024 9:56:15 AM |
Chg.+0.070 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.260EUR |
+0.76% |
8.820
Bid Size: 1,000 |
8.840
Ask Size: 1,000 |
Caterpillar Inc |
441.9996 USD |
12/31/2078 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU98A0 |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
441.9996 USD |
| Maturity: |
Endless |
| Issue date: |
3/5/2024 |
| Last trading day: |
12/31/2078 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
-3.21 |
| Knock-out: |
441.9996 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-96.179 |
| Distance to knock-out %: |
-31.51% |
| Distance to strike price: |
-96.179 |
| Distance to strike price %: |
-31.51% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
0.42% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.260 |
| High: |
9.260 |
| Low: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.99% |
| 1 Month |
|
|
+4.40% |
| 3 Months |
|
|
+20.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.850 |
9.190 |
| 1M High / 1M Low: |
11.510 |
7.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
