Soc. Generale Knock-Out SHW
/ DE000SU958Y4
Soc. Generale Knock-Out SHW/ DE000SU958Y4 /
| 16/08/2024 11:38:21 |
Chg.-0.280 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.270EUR |
-3.27% |
8.610
Bid Size: 1,000 |
8.670
Ask Size: 1,000 |
Sherwin Williams |
449.5009 USD |
31/12/2078 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU958Y |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
449.5009 USD |
| Maturity: |
Endless |
| Issue date: |
04/03/2024 |
| Last trading day: |
31/12/2078 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
-3.79 |
| Knock-out: |
437.495 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-74.482 |
| Distance to knock-out %: |
-22.97% |
| Distance to strike price: |
-85.4239 |
| Distance to strike price %: |
-26.35% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.06 |
| Spread %: |
0.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.270 |
| High: |
8.270 |
| Low: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.95% |
| 1 Month |
|
|
-27.46% |
| 3 Months |
|
|
-33.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.850 |
8.550 |
| 1M High / 1M Low: |
11.700 |
8.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
