Soc. Generale Knock-Out CEZ AS
/ DE000SU16656
Soc. Generale Knock-Out CEZ AS/ DE000SU16656 /
| 5/22/2024 8:19:37 AM |
Chg.+0.02 |
Bid9:58:20 AM |
Ask9:58:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
+0.86% |
2.37
Bid Size: 3,000 |
2.41
Ask Size: 3,000 |
- |
635.2451 CZK |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU1665 |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
635.2451 CZK |
| Maturity: |
Endless |
| Issue date: |
11/15/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
5:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
3.13 |
| Knock-out: |
652.72 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
10.9257 |
| Distance to knock-out %: |
29.28% |
| Distance to strike price: |
11.6393 |
| Distance to strike price %: |
31.19% |
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 %: |
1.69% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.91% |
| 1 Month |
|
|
+26.34% |
| 3 Months |
|
|
+30.56% |
| YTD |
|
|
-14.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.24 |
| 1M High / 1M Low: |
2.34 |
1.66 |
| 6M High / 6M Low: |
3.22 |
1.37 |
| High (YTD): |
1/10/2024 |
3.00 |
| Low (YTD): |
3/5/2024 |
1.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.10% |
| Volatility 6M: |
|
88.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
