Soc. Generale Knock-Out EQIX
/ DE000SW7R184
Soc. Generale Knock-Out EQIX/ DE000SW7R184 /
| 31/07/2024 09:50:35 |
Chg.-0.060 |
Bid10:35:46 |
Ask10:35:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-4.20% |
1.360
Bid Size: 4,000 |
1.450
Ask Size: 4,000 |
Equinix Inc |
924.4736 USD |
31/12/2078 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW7R18 |
| Currency: |
EUR |
| Underlying: |
Equinix Inc |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
924.4736 USD |
| Maturity: |
Endless |
| Issue date: |
14/03/2024 |
| Last trading day: |
31/12/2078 |
| Ratio: |
100:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
-4.80 |
| Knock-out: |
872.70 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-112.328 |
| Distance to knock-out %: |
-16.17% |
| Distance to strike price: |
-160.1751 |
| Distance to strike price %: |
-23.06% |
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 %: |
2.07% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.350 |
| High: |
1.370 |
| Low: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.13% |
| 1 Month |
|
|
-11.61% |
| 3 Months |
|
|
-32.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.190 |
| 1M High / 1M Low: |
1.600 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
