Soc. Generale Knock-Out SDZXF
/ DE000SU0A9Q1
Soc. Generale Knock-Out SDZXF/ DE000SU0A9Q1 /
| 2024-06-19 8:39:40 AM |
Chg.+0.29 |
Bid9:30:01 PM |
Ask9:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 28.31EUR |
+1.03% |
28.98
Bid Size: 500 |
29.44
Ask Size: 500 |
Sandoz Group AG |
4.9262 - |
2078-12-31 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU0A9Q |
| Currency: |
EUR |
| Underlying: |
Sandoz Group AG |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
4.9262 - |
| Maturity: |
Endless |
| Issue date: |
2023-10-04 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
- |
| Knock-out: |
5.14 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
- |
| Distance to knock-out %: |
- |
| Distance to strike price: |
- |
| Distance to strike price %: |
- |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
- |
| Premium p.a.: |
- |
| Spread abs.: |
0.04 |
| Spread %: |
0.14% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
28.31 |
| High: |
28.31 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.36% |
| 1 Month |
|
|
+1.54% |
| 3 Months |
|
|
+19.75% |
| YTD |
|
|
+21.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
28.23 |
27.39 |
| 1M High / 1M Low: |
28.23 |
26.81 |
| 6M High / 6M Low: |
28.23 |
20.49 |
| High (YTD): |
2024-06-14 |
28.23 |
| Low (YTD): |
2024-04-11 |
20.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
27.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
27.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
24.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
21.05% |
| Volatility 6M: |
|
34.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
