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