Soc. Generale Call 70 LOGN 20.09.2024
/ DE000SW13N10
Soc. Generale Call 70 LOGN 20.09..../ DE000SW13N10 /
| 08/07/2024 08:53:54 |
Chg.-0.18 |
Bid14:17:19 |
Ask14:17:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
-10.98% |
1.60
Bid Size: 35,000 |
1.61
Ask Size: 35,000 |
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: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.33 |
| Parity: |
1.48 |
| Time value: |
0.09 |
| Break-even: |
87.79 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
5.14 |
| Rho: |
0.13 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.51% |
| 1 Month |
|
|
-30.48% |
| 3 Months |
|
|
+20.66% |
| YTD |
|
|
-10.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.57 |
| 1M High / 1M Low: |
2.14 |
1.57 |
| 6M High / 6M Low: |
2.14 |
0.65 |
| High (YTD): |
14/06/2024 |
2.14 |
| Low (YTD): |
22/04/2024 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.27% |
| Volatility 6M: |
|
171.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
