Soc. Generale Knock-Out VEEV
/ DE000SW8H6F1
Soc. Generale Knock-Out VEEV/ DE000SW8H6F1 /
| 02/08/2024 21:43:56 |
Chg.+0.270 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.930EUR |
+4.77% |
5.890
Bid Size: 1,000 |
5.930
Ask Size: 1,000 |
Veeva Systems Inc |
249.578 USD |
31/12/2078 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW8H6F |
| Currency: |
EUR |
| Underlying: |
Veeva Systems Inc |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
249.578 USD |
| Maturity: |
Endless |
| Issue date: |
03/04/2024 |
| Last trading day: |
31/12/2078 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
-3.09 |
| Knock-out: |
236.26 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-47.3003 |
| Distance to knock-out %: |
-27.54% |
| Distance to strike price: |
-59.6473 |
| Distance to strike price %: |
-34.73% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
0.71% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.660 |
| High: |
6.160 |
| Low: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.48% |
| 1 Month |
|
|
-3.89% |
| 3 Months |
|
|
+33.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.660 |
5.180 |
| 1M High / 1M Low: |
6.350 |
5.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.847 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
