Soc. Generale Call 70 LOGN 20.09.2024
/ DE000SW13N10
Soc. Generale Call 70 LOGN 20.09..../ DE000SW13N10 /
| 2024-08-01 2:21:33 PM |
Chg.+0.040 |
Bid3:51:08 PM |
Ask3:51:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+4.21% |
0.970
Bid Size: 3,100 |
1.110
Ask Size: 3,100 |
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: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
1.00 |
| Time value: |
0.12 |
| Break-even: |
84.83 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
6.45 |
| Rho: |
0.08 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
0.990 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.32% |
| 1 Month |
|
|
-46.77% |
| 3 Months |
|
|
-22.66% |
| YTD |
|
|
-39.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.880 |
| 1M High / 1M Low: |
1.860 |
0.880 |
| 6M High / 6M Low: |
2.140 |
0.650 |
| High (YTD): |
2024-06-14 |
2.140 |
| Low (YTD): |
2024-04-22 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.65% |
| Volatility 6M: |
|
171.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
