Soc. Generale Knock-Out USD/CAD
/ DE000SU4U6L0
Soc. Generale Knock-Out USD/CAD/ DE000SU4U6L0 /
| 9/6/2024 9:12:06 PM |
Chg.+0.30 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 18.34EUR |
+1.66% |
-
Bid Size: - |
-
Ask Size: - |
- |
1.0802 CAD |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU4U6L |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
1.0802 CAD |
| Maturity: |
Endless |
| Issue date: |
12/27/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
1:100 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
4.89 |
| Knock-out: |
1.0802 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
0.1827 |
| Distance to knock-out %: |
20.28% |
| Distance to strike price: |
0.1827 |
| Distance to strike price %: |
20.28% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.11% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
17.97 |
| High: |
18.43 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.72% |
| 1 Month |
|
|
-7.05% |
| 3 Months |
|
|
-9.97% |
| YTD |
|
|
+0.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.34 |
18.01 |
| 1M High / 1M Low: |
19.73 |
17.67 |
| 6M High / 6M Low: |
21.43 |
17.67 |
| High (YTD): |
4/16/2024 |
21.43 |
| Low (YTD): |
8/27/2024 |
17.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
18.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
18.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
19.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
18.55% |
| Volatility 6M: |
|
19.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
