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

EUWAX
9/6/2024  8:56:17 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.300EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 LOGITECH N 70.00 CHF 9/20/2024 Call
 

Master data

WKN: SW13N1
Issuer: Société Générale
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 9/20/2024
Issue date: 8/10/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.71
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.18
Implied volatility: 0.35
Historic volatility: 0.26
Parity: 0.18
Time value: 0.13
Break-even: 77.88
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.66
Theta: -0.08
Omega: 16.30
Rho: 0.02
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.85%
1 Month
  -34.78%
3 Months
  -85.71%
YTD
  -81.60%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.300
1M High / 1M Low: 0.870 0.300
6M High / 6M Low: 2.140 0.300
High (YTD): 6/14/2024 2.140
Low (YTD): 9/6/2024 0.300
52W High: 6/14/2024 2.140
52W Low: 9/6/2024 0.300
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   1.235
Avg. volume 6M:   0.000
Avg. price 1Y:   1.195
Avg. volume 1Y:   0.000
Volatility 1M:   223.97%
Volatility 6M:   200.90%
Volatility 1Y:   170.29%
Volatility 3Y:   -