Soc. Generale Knock-Out UCB
/ DE000SU03GN9
Soc. Generale Knock-Out UCB/ DE000SU03GN9 /
| 7/9/2024 8:17:07 AM |
Chg.-0.07 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.15EUR |
-0.41% |
-
Bid Size: - |
-
Ask Size: - |
UCB SA |
56.5132 EUR |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU03GN |
| Currency: |
EUR |
| Underlying: |
UCB SA |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
56.5132 EUR |
| Maturity: |
Endless |
| Issue date: |
10/24/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
5:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
1.65 |
| Knock-out: |
58.68 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
83.32 |
| Distance to knock-out %: |
58.68% |
| Distance to strike price: |
85.4868 |
| Distance to strike price %: |
60.20% |
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 %: |
0.17% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
17.15 |
| High: |
17.15 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
+16.83% |
| 3 Months |
|
|
+48.48% |
| YTD |
|
|
+261.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.22 |
16.63 |
| 1M High / 1M Low: |
17.22 |
14.53 |
| 6M High / 6M Low: |
17.22 |
5.39 |
| High (YTD): |
7/8/2024 |
17.22 |
| Low (YTD): |
1/2/2024 |
4.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
16.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.66% |
| Volatility 6M: |
|
50.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
