Soc. Generale Knock-Out FTE
/ DE000SU6DW40
Soc. Generale Knock-Out FTE/ DE000SU6DW40 /
| 2024-06-07 9:07:23 AM |
Chg.-0.15 |
Bid2:31:25 PM |
Ask2:31:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.69EUR |
-3.10% |
4.48
Bid Size: 20,000 |
4.49
Ask Size: 20,000 |
ORANGE INH. ... |
5.7052 EUR |
2078-12-31 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU6DW4 |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
5.7052 EUR |
| Maturity: |
Endless |
| Issue date: |
2023-12-29 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
2.19 |
| Knock-out: |
5.845 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
4.625 |
| Distance to knock-out %: |
44.17% |
| Distance to strike price: |
4.7648 |
| Distance to strike price %: |
45.51% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.69 |
| High: |
4.69 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.64% |
| 1 Month |
|
|
+5.39% |
| 3 Months |
|
|
+0.86% |
| YTD |
|
|
+4.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.95 |
4.66 |
| 1M High / 1M Low: |
4.95 |
4.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-23 |
5.47 |
| Low (YTD): |
2024-04-16 |
4.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
25.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
