Soc. Generale Knock-Out UNP
/ DE000SU7VGZ8
Soc. Generale Knock-Out UNP/ DE000SU7VGZ8 /
| 2024-05-31 6:45:35 PM |
Chg.-0.07 |
Bid6:55:20 PM |
Ask6:55:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.40EUR |
-0.67% |
10.39
Bid Size: 25,000 |
10.41
Ask Size: 25,000 |
Union Pacific Corp |
340.9605 USD |
2078-12-31 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU7VGZ |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
340.9605 USD |
| Maturity: |
Endless |
| Issue date: |
2024-02-05 |
| Last trading day: |
2078-12-31 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
-2.03 |
| Knock-out: |
327.27 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-95.1212 |
| Distance to knock-out %: |
-45.68% |
| Distance to strike price: |
-107.7528 |
| Distance to strike price %: |
-51.75% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.19% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
10.24 |
| High: |
10.45 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.06% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
+28.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.68 |
10.13 |
| 1M High / 1M Low: |
10.68 |
8.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
