Soc. Generale Call 70 LOGN 20.12.2024
/ DE000SU1VJ32
Soc. Generale Call 70 LOGN 20.12..../ DE000SU1VJ32 /
11/10/2024 15:24:19 |
Chg.+0.040 |
Bid15:50:17 |
Ask15:50:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+6.67% |
0.660 Bid Size: 45,000 |
0.670 Ask Size: 45,000 |
LOGITECH N |
70.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
SU1VJ3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
LOGITECH N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
07/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
0.32 |
Time value: |
0.35 |
Break-even: |
81.46 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.65 |
Theta: |
-0.04 |
Omega: |
7.56 |
Rho: |
0.08 |
Quote data
Open: |
0.590 |
High: |
0.640 |
Low: |
0.590 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.48% |
1 Month |
|
|
+16.36% |
3 Months |
|
|
-55.86% |
YTD |
|
|
-63.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.600 |
1M High / 1M Low: |
0.820 |
0.550 |
6M High / 6M Low: |
2.320 |
0.550 |
High (YTD): |
13/06/2024 |
2.320 |
Low (YTD): |
18/09/2024 |
0.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.642 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.637 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.219 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.35% |
Volatility 6M: |
|
128.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |