Soc. Generale Call 70 LOGN 20.09.2024
/ DE000SW13N10
Soc. Generale Call 70 LOGN 20.09..../ DE000SW13N10 /
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: |
|
- |