Soc. Generale Knock-Out AMGN
/ DE000SU6DXJ7
Soc. Generale Knock-Out AMGN/ DE000SU6DXJ7 /
| 2024-05-31 11:51:05 AM |
Chg.+0.08 |
Bid12:34:33 PM |
Ask12:34:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
+3.94% |
2.14
Bid Size: 4,000 |
-
Ask Size: - |
Amgen Inc |
259.8544 USD |
2078-12-31 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU6DXJ |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
259.8544 USD |
| Maturity: |
Endless |
| Issue date: |
2023-12-29 |
| Last trading day: |
2078-12-31 |
| Ratio: |
20:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
6.84 |
| Knock-out: |
259.8544 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
34.8594 |
| Distance to knock-out %: |
12.69% |
| Distance to strike price: |
34.8594 |
| Distance to strike price %: |
12.69% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.03 |
| High: |
2.11 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.05% |
| 1 Month |
|
|
+131.87% |
| 3 Months |
|
|
+90.09% |
| YTD |
|
|
+19.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
1.81 |
| 1M High / 1M Low: |
2.89 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-02 |
3.38 |
| Low (YTD): |
2024-04-18 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
497.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
