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

EUWAX
09/09/2024  08:55:26 Chg.-0.040 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.260EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 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: 24.43
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.09
Implied volatility: 0.49
Historic volatility: 0.31
Parity: 0.09
Time value: 0.22
Break-even: 77.88
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 1.54
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.58
Theta: -0.12
Omega: 14.17
Rho: 0.01
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.19%
1 Month
  -54.39%
3 Months
  -87.62%
YTD
  -84.05%
1 Year
  -56.67%
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): 14/06/2024 2.140
Low (YTD): 06/09/2024 0.300
52W High: 14/06/2024 2.140
52W Low: 06/09/2024 0.300
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.660
Avg. volume 1M:   0.000
Avg. price 6M:   1.234
Avg. volume 6M:   0.000
Avg. price 1Y:   1.197
Avg. volume 1Y:   0.000
Volatility 1M:   210.35%
Volatility 6M:   201.63%
Volatility 1Y:   170.59%
Volatility 3Y:   -