Soc. Generale Knock-Out TEMN
/ DE000SU1UES3
Soc. Generale Knock-Out TEMN/ DE000SU1UES3 /
| 7/26/2024 8:14:31 AM |
Chg.+0.05 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
+1.56% |
-
Bid Size: - |
-
Ask Size: - |
TEMENOS N |
45.1474 CHF |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU1UES |
| Currency: |
EUR |
| Underlying: |
TEMENOS N |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
45.1474 CHF |
| Maturity: |
Endless |
| Issue date: |
11/7/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
5:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
3.59 |
| Knock-out: |
47.72 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
14.3068 |
| Distance to knock-out %: |
22.34% |
| Distance to strike price: |
16.9884 |
| Distance to strike price %: |
26.52% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
1.42% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.59% |
| 1 Month |
|
|
-2.99% |
| 3 Months |
|
|
+27.45% |
| YTD |
|
|
-54.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.30 |
3.20 |
| 1M High / 1M Low: |
4.31 |
3.20 |
| 6M High / 6M Low: |
9.43 |
1.75 |
| High (YTD): |
2/6/2024 |
9.43 |
| Low (YTD): |
5/9/2024 |
1.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.09 |
| Avg. volume 6M: |
|
19.69 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.08% |
| Volatility 6M: |
|
170.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
