Soc. Generale Call 70 LOGN 20.09.2024
/ DE000SW13N10
Soc. Generale Call 70 LOGN 20.09..../ DE000SW13N10 /
| 2024-06-28 2:24:40 PM |
Chg.+0.170 |
Bid2:31:15 PM |
Ask2:31:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
+9.88% |
1.890
Bid Size: 35,000 |
1.900
Ask Size: 35,000 |
LOGITECH N |
70.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SW13N1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
1.72 |
| Time value: |
0.11 |
| Break-even: |
91.06 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
4.56 |
| Rho: |
0.15 |
Quote data
| Open: |
1.690 |
| High: |
1.960 |
| Low: |
1.690 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.18% |
| 1 Month |
|
|
+6.78% |
| 3 Months |
|
|
+35.00% |
| YTD |
|
|
+14.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.700 |
| 1M High / 1M Low: |
2.190 |
1.700 |
| 6M High / 6M Low: |
2.190 |
0.650 |
| High (YTD): |
2024-06-13 |
2.190 |
| Low (YTD): |
2024-04-19 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.911 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.73% |
| Volatility 6M: |
|
136.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
