Soc. Generale Knock-Out EN
/ DE000SW1FM58
Soc. Generale Knock-Out EN/ DE000SW1FM58 /
| 2024-07-08 8:11:36 AM |
Chg.-0.13 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.35EUR |
-2.90% |
-
Bid Size: - |
-
Ask Size: - |
Bouygues |
26.9596 EUR |
2078-12-31 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW1FM5 |
| Currency: |
EUR |
| Underlying: |
Bouygues |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
26.9596 EUR |
| Maturity: |
Endless |
| Issue date: |
2023-07-25 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
7.03 |
| Knock-out: |
27.89 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
3.51 |
| Distance to knock-out %: |
11.18% |
| Distance to strike price: |
4.4404 |
| Distance to strike price %: |
14.14% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.17 |
| Spread %: |
-3.66% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.35 |
| High: |
4.35 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.57% |
| 1 Month |
|
|
-49.77% |
| 3 Months |
|
|
-49.83% |
| YTD |
|
|
-38.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.48 |
3.62 |
| 1M High / 1M Low: |
6.64 |
2.88 |
| 6M High / 6M Low: |
10.35 |
2.88 |
| High (YTD): |
2024-03-21 |
10.35 |
| Low (YTD): |
2024-06-28 |
2.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.56% |
| Volatility 6M: |
|
123.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
