Soc. Generale Knock-Out ENL
/ DE000SW2H343
Soc. Generale Knock-Out ENL/ DE000SW2H343 /
| 7/10/2024 4:03:57 PM |
Chg.+0.06 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+2.68% |
-
Bid Size: - |
-
Ask Size: - |
ENEL S.P.A. ... |
4.4341 EUR |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW2H34 |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
4.4341 EUR |
| Maturity: |
Endless |
| Issue date: |
8/21/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
2.98 |
| Knock-out: |
4.54 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
2.09 |
| Distance to knock-out %: |
31.52% |
| Distance to strike price: |
2.1959 |
| Distance to strike price %: |
33.12% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.25 |
| High: |
2.30 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.14% |
| 1 Month |
|
|
+3.14% |
| 3 Months |
|
|
+54.36% |
| YTD |
|
|
-1.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.23 |
| 1M High / 1M Low: |
2.28 |
1.94 |
| 6M High / 6M Low: |
2.46 |
1.38 |
| High (YTD): |
6/5/2024 |
2.46 |
| Low (YTD): |
4/11/2024 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.59% |
| Volatility 6M: |
|
58.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
