Soc. Generale Knock-Out EUR/CAD
/ DE000SQ4G331
Soc. Generale Knock-Out EUR/CAD/ DE000SQ4G331 /
| 14/11/2024 21:09:34 |
Chg.+0.05 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.30EUR |
+0.95% |
-
Bid Size: - |
-
Ask Size: - |
- |
1.5564 CAD |
31/12/2078 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SQ4G33 |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
1.5564 CAD |
| Maturity: |
Endless |
| Issue date: |
16/11/2022 |
| Last trading day: |
31/12/2078 |
| Ratio: |
1:100 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
- |
| Knock-out: |
1.5564 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
- |
| Distance to knock-out %: |
- |
| Distance to strike price: |
- |
| Distance to strike price %: |
- |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
- |
| Premium p.a.: |
- |
| Spread abs.: |
0.07 |
| Spread %: |
1.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.35 |
| High: |
5.71 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.90% |
| 1 Month |
|
|
+40.96% |
| 3 Months |
|
|
+36.25% |
| YTD |
|
|
-42.14% |
| 1 Year |
|
|
-32.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.25 |
4.08 |
| 1M High / 1M Low: |
5.25 |
2.93 |
| 6M High / 6M Low: |
7.82 |
2.93 |
| High (YTD): |
06/02/2024 |
10.14 |
| Low (YTD): |
31/10/2024 |
2.93 |
| 52W High: |
06/02/2024 |
10.14 |
| 52W Low: |
31/10/2024 |
2.93 |
| Avg. price 1W: |
|
4.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.87 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
162.21% |
| Volatility 6M: |
|
113.52% |
| Volatility 1Y: |
|
89.53% |
| Volatility 3Y: |
|
- |
