Soc. Generale Knock-Out Tryg AS
/ DE000SU167K1
Soc. Generale Knock-Out Tryg AS/ DE000SU167K1 /
| 2024-05-16 8:18:45 AM |
Chg.-0.01 |
Bid6:02:25 PM |
Ask6:02:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.82EUR |
-0.35% |
2.78
Bid Size: 1,100 |
-
Ask Size: - |
- |
121.2511 DKK |
2078-12-31 |
Call |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU167K |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
121.2511 DKK |
| Maturity: |
Endless |
| Issue date: |
2023-11-15 |
| Last trading day: |
2078-12-31 |
| Ratio: |
1:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
6.76 |
| Knock-out: |
124.94 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
2.2944 |
| Distance to knock-out %: |
12.05% |
| Distance to strike price: |
2.7925 |
| Distance to strike price %: |
14.67% |
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 %: |
-0.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.82 |
| High: |
2.82 |
| Low: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.35% |
| 1 Month |
|
|
+37.56% |
| 3 Months |
|
|
-15.82% |
| YTD |
|
|
-21.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
2.83 |
| 1M High / 1M Low: |
3.13 |
2.00 |
| 6M High / 6M Low: |
4.35 |
2.00 |
| High (YTD): |
2024-01-25 |
3.74 |
| Low (YTD): |
2024-04-22 |
2.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.57% |
| Volatility 6M: |
|
99.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
