Soc. Generale Knock-Out UNP
/ DE000SU5YPZ7
Soc. Generale Knock-Out UNP/ DE000SU5YPZ7 /
| 03/06/2024 21:47:54 |
Chg.+0.06 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.24EUR |
+1.16% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
342.379 USD |
31/12/2078 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU5YPZ |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
342.379 USD |
| Maturity: |
Endless |
| Issue date: |
18/12/2023 |
| Last trading day: |
31/12/2078 |
| Ratio: |
20:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
-2.12 |
| Knock-out: |
328.89 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-89.0017 |
| Distance to knock-out %: |
-41.63% |
| Distance to strike price: |
-101.6742 |
| Distance to strike price %: |
-47.56% |
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 %: |
0.20% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.97 |
| High: |
5.26 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.13% |
| 1 Month |
|
|
+9.62% |
| 3 Months |
|
|
+27.49% |
| YTD |
|
|
+19.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.42 |
5.18 |
| 1M High / 1M Low: |
5.42 |
4.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
29/05/2024 |
5.42 |
| Low (YTD): |
23/02/2024 |
4.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
