Soc. Generale Knock-Out CFR
/ DE000SU2KW86
Soc. Generale Knock-Out CFR/ DE000SU2KW86 /
| 9/6/2024 8:17:25 AM |
Chg.-0.65 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.03EUR |
-11.44% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
98.476 CHF |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU2KW8 |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
98.476 CHF |
| Maturity: |
Endless |
| Issue date: |
11/21/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
5:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
4.87 |
| Knock-out: |
102.40 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
20.8659 |
| Distance to knock-out %: |
16.05% |
| Distance to strike price: |
25.0479 |
| Distance to strike price %: |
19.27% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
0.57% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.03 |
| High: |
5.03 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.47% |
| 1 Month |
|
|
-9.69% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
+11.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.57 |
5.68 |
| 1M High / 1M Low: |
8.19 |
5.04 |
| 6M High / 6M Low: |
11.27 |
5.04 |
| High (YTD): |
3/14/2024 |
11.27 |
| Low (YTD): |
1/17/2024 |
2.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.24% |
| Volatility 6M: |
|
83.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
