Soc. Generale Knock-Out FRE 21.03.2025
/ DE000SJ1N969
Soc. Generale Knock-Out FRE 21.03.../ DE000SJ1N969 /
| 2024-12-20 9:36:33 PM |
Chg.+0.150 |
Bid9:53:21 PM |
Ask9:53:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.540EUR |
+2.03% |
7.570
Bid Size: 2,000 |
7.970
Ask Size: 2,000 |
FRESENIUS SE+CO.KGAA... |
- EUR |
2025-03-21 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SJ1N96 |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
- EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-10-24 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.22 |
| Knock-out: |
38.00 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-4.81 |
| Distance to knock-out %: |
-14.49% |
| 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.: |
0.20 |
| Spread %: |
2.61% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
7.480 |
| High: |
7.690 |
| Low: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.01% |
| 1 Month |
|
|
+5.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.540 |
6.140 |
| 1M High / 1M Low: |
7.540 |
5.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.890 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
