Soc. Generale Knock-Out UCB
/ DE000SW2P0U9
Soc. Generale Knock-Out UCB/ DE000SW2P0U9 /
| 7/10/2024 9:24:24 AM |
Chg.+0.05 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.63EUR |
+0.30% |
-
Bid Size: - |
-
Ask Size: - |
UCB SA |
60.3099 EUR |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW2P0U |
| Currency: |
EUR |
| Underlying: |
UCB SA |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
60.3099 EUR |
| Maturity: |
Endless |
| Issue date: |
8/25/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
5:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
1.72 |
| Knock-out: |
62.60 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
79.40 |
| Distance to knock-out %: |
55.92% |
| Distance to strike price: |
81.7037 |
| Distance to strike price %: |
57.54% |
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 %: |
0.18% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
16.63 |
| High: |
16.63 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.34% |
| 1 Month |
|
|
+18.70% |
| 3 Months |
|
|
+51.04% |
| YTD |
|
|
+314.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.58 |
15.89 |
| 1M High / 1M Low: |
16.58 |
14.01 |
| 6M High / 6M Low: |
16.58 |
4.68 |
| High (YTD): |
7/9/2024 |
16.58 |
| Low (YTD): |
1/2/2024 |
4.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.33% |
| Volatility 6M: |
|
54.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
