Soc. Generale Knock-Out MOR
/ DE000SU4ESE1
Soc. Generale Knock-Out MOR/ DE000SU4ESE1 /
| 20/06/2024 10:58:53 |
Chg.+0.130 |
Bid10:59:52 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.260EUR |
+3.15% |
-
Bid Size: - |
-
Ask Size: - |
MORPHOSYS AG O.N. |
25.0308 - |
31/12/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU4ESE |
| Currency: |
EUR |
| Underlying: |
MORPHOSYS AG O.N. |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
25.0308 - |
| Maturity: |
Endless |
| Issue date: |
21/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
1.59 |
| Knock-out: |
28.09 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
39.51 |
| Distance to knock-out %: |
58.45% |
| Distance to strike price: |
42.5692 |
| Distance to strike price %: |
62.97% |
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: |
4.190 |
| High: |
4.260 |
| Low: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.15% |
| 3 Months |
|
|
+1.43% |
| YTD |
|
|
+309.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.280 |
4.030 |
| 6M High / 6M Low: |
4.450 |
0.670 |
| High (YTD): |
17/05/2024 |
4.450 |
| Low (YTD): |
12/01/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.667 |
| Avg. volume 6M: |
|
34.783 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.79% |
| Volatility 6M: |
|
211.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
