Soc. Generale Knock-Out USD/CAD
/ DE000SU0UKA0
Soc. Generale Knock-Out USD/CAD/ DE000SU0UKA0 /
| 22/05/2024 17:09:14 |
Chg.-0.25 |
Bid17:47:14 |
Ask17:47:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.55EUR |
-3.21% |
7.54
Bid Size: 20,000 |
7.55
Ask Size: 20,000 |
- |
1.4781 CAD |
31/12/2078 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU0UKA |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
1.4781 CAD |
| Maturity: |
Endless |
| Issue date: |
17/10/2023 |
| Last trading day: |
31/12/2078 |
| Ratio: |
1:100 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
-12.00 |
| Knock-out: |
1.4617 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-0.065 |
| Distance to knock-out %: |
-7.06% |
| Distance to strike price: |
-0.0761 |
| Distance to strike price %: |
-8.26% |
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 %: |
0.26% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
7.70 |
| High: |
7.70 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.21% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
-24.58% |
| YTD |
|
|
-38.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.05 |
7.80 |
| 1M High / 1M Low: |
8.05 |
7.27 |
| 6M High / 6M Low: |
12.56 |
7.07 |
| High (YTD): |
02/01/2024 |
11.75 |
| Low (YTD): |
16/04/2024 |
7.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.97% |
| Volatility 6M: |
|
48.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
