Soc. Generale Knock-Out UTDI
/ DE000SW77L31
Soc. Generale Knock-Out UTDI/ DE000SW77L31 /
| 04/07/2024 21:35:19 |
Chg.-0.330 |
Bid21:36:27 |
Ask21:36:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.000EUR |
-9.91% |
3.010
Bid Size: 1,000 |
3.130
Ask Size: 1,000 |
UTD.INTERNET AG NA |
17.5396 EUR |
31/12/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW77L3 |
| Currency: |
EUR |
| Underlying: |
UTD.INTERNET AG NA |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
17.5396 EUR |
| Maturity: |
Endless |
| Issue date: |
25/03/2024 |
| Last trading day: |
31/12/2078 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
6.20 |
| Knock-out: |
18.30 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
2.36 |
| Distance to knock-out %: |
11.42% |
| Distance to strike price: |
3.1204 |
| Distance to strike price %: |
15.10% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.07 |
| Spread %: |
2.14% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.100 |
| High: |
3.100 |
| Low: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.97% |
| 1 Month |
|
|
-41.63% |
| 3 Months |
|
|
-22.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.330 |
2.480 |
| 1M High / 1M Low: |
5.700 |
2.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
