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Soc. Generale Call 70 LOGN 20.09..../  DE000SW13N10  /

Frankfurt Zert./SG
15/08/2024  10:06:38 Chg.+0.010 Bid15:06:15 Ask15:06:15 Underlying Strike price Expiration date Option type
0.780EUR +1.30% 0.850
Bid Size: 35,000		 0.860
Ask Size: 35,000		 LOGITECH N 70.00 CHF 20/09/2024 Call
 

Master data

WKN: SW13N1
Issuer: Société Générale
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 20/09/2024
Issue date: 10/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.90
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.67
Implied volatility: 0.38
Historic volatility: 0.27
Parity: 0.67
Time value: 0.14
Break-even: 81.57
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.13
Spread %: 19.12%
Delta: 0.80
Theta: -0.04
Omega: 7.87
Rho: 0.05
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.82%
1 Month
  -44.29%
3 Months
  -35.00%
YTD
  -52.73%
1 Year  
+65.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.550
1M High / 1M Low: 1.400 0.440
6M High / 6M Low: 2.190 0.440
High (YTD): 13/06/2024 2.190
Low (YTD): 07/08/2024 0.440
52W High: 13/06/2024 2.190
52W Low: 07/08/2024 0.440
Avg. price 1W:   0.638
Avg. volume 1W:   0.000
Avg. price 1M:   0.871
Avg. volume 1M:   0.000
Avg. price 6M:   1.305
Avg. volume 6M:   0.000
Avg. price 1Y:   1.177
Avg. volume 1Y:   0.000
Volatility 1M:   202.55%
Volatility 6M:   148.67%
Volatility 1Y:   139.66%
Volatility 3Y:   -