Soc. Generale Knock-Out VALE
/ DE000SW1X3M1
Soc. Generale Knock-Out VALE/ DE000SW1X3M1 /
| 18/06/2024 09:51:27 |
Chg.-0.12 |
Bid20:22:38 |
Ask20:22:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-11.11% |
1.14
Bid Size: 15,000 |
-
Ask Size: - |
Vale SA |
10.0021 USD |
31/12/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW1X3M |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
10.0021 USD |
| Maturity: |
Endless |
| Issue date: |
07/08/2023 |
| Last trading day: |
31/12/2078 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
9.62 |
| Knock-out: |
10.37 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
0.7356 |
| Distance to knock-out %: |
7.08% |
| Distance to strike price: |
1.0781 |
| Distance to strike price %: |
10.38% |
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 %: |
-0.92% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.24% |
| 1 Month |
|
|
-61.45% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
-81.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.93 |
| 1M High / 1M Low: |
2.78 |
0.93 |
| 6M High / 6M Low: |
5.35 |
0.93 |
| High (YTD): |
02/01/2024 |
5.07 |
| Low (YTD): |
13/06/2024 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.68% |
| Volatility 6M: |
|
126.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
