Soc. Generale Knock-Out X
/ DE000SW1Z354
Soc. Generale Knock-Out X/ DE000SW1Z354 /
| 5/31/2024 9:38:42 PM |
Chg.-0.06 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
-1.89% |
-
Bid Size: - |
-
Ask Size: - |
US Steel Corp |
4.1777 USD |
12/31/2078 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SW1Z35 |
| Currency: |
EUR |
| Underlying: |
US Steel Corp |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
4.1777 USD |
| Maturity: |
Endless |
| Issue date: |
8/8/2023 |
| Last trading day: |
12/31/2078 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
1.12 |
| Knock-out: |
4.6325 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
30.5457 |
| Distance to knock-out %: |
87.74% |
| Distance to strike price: |
30.9649 |
| Distance to strike price %: |
88.94% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.10 |
| High: |
3.15 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.22% |
| 1 Month |
|
|
+2.63% |
| 3 Months |
|
|
-21.80% |
| YTD |
|
|
-22.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.18 |
2.91 |
| 1M High / 1M Low: |
3.18 |
2.91 |
| 6M High / 6M Low: |
4.16 |
2.91 |
| High (YTD): |
1/29/2024 |
4.08 |
| Low (YTD): |
5/27/2024 |
2.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.87% |
| Volatility 6M: |
|
51.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
