Soc. Generale Knock-Out DBK 17.05.2024
/ DE000SU51A10
Soc. Generale Knock-Out DBK 17.05.../ DE000SU51A10 /
| 2024-05-03 8:45:08 AM |
Chg.0.000 |
Bid9:03:06 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.600EUR |
0.00% |
9.800
Bid Size: 60,000 |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
- EUR |
2024-05-17 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SU51A1 |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
- EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-1.50 |
| Knock-out: |
18.00 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-2.95 |
| Distance to knock-out %: |
-19.60% |
| Distance to strike price: |
- |
| Distance to strike price %: |
- |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
- |
| Premium p.a.: |
- |
| Spread abs.: |
0.20 |
| Spread %: |
2.04% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
9.600 |
| High: |
9.600 |
| Low: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.23% |
| 1 Month |
|
|
+1.80% |
| 3 Months |
|
|
+0.10% |
| YTD |
|
|
+0.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.600 |
8.870 |
| 1M High / 1M Low: |
9.600 |
8.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
9.600 |
| Low (YTD): |
2024-04-25 |
8.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
