Soc. Generale Knock-Out F3A
/ DE000SW9VZF4
Soc. Generale Knock-Out F3A/ DE000SW9VZF4 /
| 10/29/2024 11:06:25 AM |
Chg.-0.030 |
Bid11:11:49 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.170EUR |
-0.21% |
-
Bid Size: - |
-
Ask Size: - |
FIRST SOLAR INC. D -... |
52.0681 - |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW9VZF |
| Currency: |
EUR |
| Underlying: |
FIRST SOLAR INC. D -,001 |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
52.0681 - |
| Maturity: |
Endless |
| Issue date: |
5/3/2024 |
| Last trading day: |
10/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
1.21 |
| Knock-out: |
52.0681 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
119.2665 |
| Distance to knock-out %: |
69.61% |
| Distance to strike price: |
119.2665 |
| Distance to strike price %: |
69.61% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.13 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
14.240 |
| High: |
14.240 |
| Low: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.75% |
| 3 Months |
|
|
-13.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
14.550 |
13.030 |
| 6M High / 6M Low: |
23.120 |
12.730 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
13.838 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
16.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.91% |
| Volatility 6M: |
|
76.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
