Soc. Generale Call 60 LOGN 20.09.2024
/ DE000SW13N02
Soc. Generale Call 60 LOGN 20.09..../ DE000SW13N02 /
| 2024-08-01 3:32:30 PM |
Chg.-0.070 |
Bid5:13:21 PM |
Ask5:13:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
-3.66% |
1.660
Bid Size: 1,900 |
1.970
Ask Size: 1,900 |
LOGITECH N |
60.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SW13N0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
2.06 |
| Time value: |
0.06 |
| Break-even: |
84.31 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.76 |
| Rho: |
0.08 |
Quote data
| Open: |
1.910 |
| High: |
1.930 |
| Low: |
1.840 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-31.60% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-25.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
1.760 |
| 1M High / 1M Low: |
2.690 |
1.760 |
| 6M High / 6M Low: |
3.150 |
1.290 |
| High (YTD): |
2024-06-13 |
3.150 |
| Low (YTD): |
2024-04-19 |
1.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.29% |
| Volatility 6M: |
|
92.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
