Soc. Generale Knock-Out CGM
/ DE000SW6Z882
Soc. Generale Knock-Out CGM/ DE000SW6Z882 /
| 2024-11-12 8:34:14 AM |
Chg.-0.04 |
Bid9:33:11 PM |
Ask9:33:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.49EUR |
-0.88% |
4.36
Bid Size: 1,000 |
4.45
Ask Size: 1,000 |
CAPGEMINI SE INH. EO... |
207.7845 EUR |
2078-12-31 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW6Z88 |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
207.7845 EUR |
| Maturity: |
Endless |
| Issue date: |
2024-05-28 |
| Last trading day: |
2078-12-31 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
-3.63 |
| Knock-out: |
207.7845 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-44.0917 |
| Distance to knock-out %: |
-26.93% |
| Distance to strike price: |
-44.0917 |
| Distance to strike price %: |
-26.93% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.49 |
| High: |
4.49 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.32% |
| 1 Month |
|
|
+78.88% |
| 3 Months |
|
|
+39.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.78 |
4.53 |
| 1M High / 1M Low: |
4.97 |
2.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
