Soc. Generale Knock-Out EBAY
/ DE000SU0C2Z5
Soc. Generale Knock-Out EBAY/ DE000SU0C2Z5 /
| 2024-10-04 9:50:24 PM |
Chg.+0.11 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
+3.47% |
-
Bid Size: - |
-
Ask Size: - |
eBay Inc |
30.23 USD |
2078-12-31 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU0C2Z |
| Currency: |
EUR |
| Underlying: |
eBay Inc |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
30.23 USD |
| Maturity: |
Endless |
| Issue date: |
2023-10-05 |
| Last trading day: |
2078-12-31 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
1.86 |
| Knock-out: |
31.55 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
31.0822 |
| Distance to knock-out %: |
52.09% |
| Distance to strike price: |
32.2784 |
| Distance to strike price %: |
54.09% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.18 |
| High: |
3.28 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.61% |
| 1 Month |
|
|
+26.15% |
| 3 Months |
|
|
+55.45% |
| YTD |
|
|
+141.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.23 |
3.02 |
| 1M High / 1M Low: |
3.23 |
2.60 |
| 6M High / 6M Low: |
3.23 |
1.85 |
| High (YTD): |
2024-10-01 |
3.23 |
| Low (YTD): |
2024-01-17 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.18% |
| Volatility 6M: |
|
47.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
