Soc. Generale Knock-Out ORCL
/ DE000SU9V7B3
Soc. Generale Knock-Out ORCL/ DE000SU9V7B3 /
| 2024-06-04 6:52:43 PM |
Chg.+0.020 |
Bid7:20:07 PM |
Ask7:20:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+1.67% |
1.240
Bid Size: 90,000 |
1.360
Ask Size: 90,000 |
Oracle Corp |
105.8675 USD |
2078-12-31 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU9V7B |
| Currency: |
EUR |
| Underlying: |
Oracle Corp |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
105.8675 USD |
| Maturity: |
Endless |
| Issue date: |
2024-02-26 |
| Last trading day: |
2078-12-31 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
8.16 |
| Knock-out: |
112.42 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
6.216 |
| Distance to knock-out %: |
5.69% |
| Distance to strike price: |
12.2499 |
| Distance to strike price %: |
11.21% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.10 |
| Spread %: |
8.06% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.180 |
| High: |
1.230 |
| Low: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.24% |
| 1 Month |
|
|
+20.79% |
| 3 Months |
|
|
+25.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
0.960 |
| 1M High / 1M Low: |
1.800 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
