Soc. Generale Knock-Out NEM
/ DE000SU91NJ8
Soc. Generale Knock-Out NEM/ DE000SU91NJ8 /
| 10/11/2024 9:44:42 PM |
Chg.+0.69 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 27.97EUR |
+2.53% |
-
Bid Size: - |
-
Ask Size: - |
Newmont Corporation |
23.7024 USD |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU91NJ |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
23.7024 USD |
| Maturity: |
Endless |
| Issue date: |
2/28/2024 |
| Last trading day: |
12/31/2078 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
1.77 |
| Knock-out: |
24.66 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
26.7393 |
| Distance to knock-out %: |
54.25% |
| Distance to strike price: |
27.615 |
| Distance to strike price %: |
56.03% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
0.11% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
27.26 |
| High: |
28.04 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.52% |
| 1 Month |
|
|
+2.27% |
| 3 Months |
|
|
+23.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
27.97 |
26.48 |
| 1M High / 1M Low: |
29.09 |
26.48 |
| 6M High / 6M Low: |
29.09 |
13.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
26.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
27.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
21.22 |
| Avg. volume 6M: |
|
.91 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.35% |
| Volatility 6M: |
|
67.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
