Soc. Generale Call 120 LOGN 20.06.../  DE000SY077B7  /

EUWAX
9/6/2024  8:16:14 AM Chg.+0.002 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.065EUR +3.17% -
Bid Size: -
-
Ask Size: -
LOGITECH N 120.00 CHF 6/20/2025 Call
 

Master data

WKN: SY077B
Issuer: Société Générale
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 120.00 CHF
Maturity: 6/20/2025
Issue date: 6/4/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 86.05
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -5.16
Time value: 0.09
Break-even: 129.08
Moneyness: 0.60
Premium: 0.69
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 12.66%
Delta: 0.09
Theta: -0.01
Omega: 7.61
Rho: 0.05
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.063
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -22.62%
3 Months
  -82.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.063
1M High / 1M Low: 0.110 0.063
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -