Soc. Generale Call 70 LOGN 20.12.2024
/ DE000SU1VJ32
Soc. Generale Call 70 LOGN 20.12..../ DE000SU1VJ32 /
| 7/8/2024 8:32:54 AM |
Chg.-0.20 |
Bid3:55:26 PM |
Ask3:55:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-11.17% |
1.73
Bid Size: 35,000 |
1.74
Ask Size: 35,000 |
LOGITECH N |
70.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU1VJ3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.33 |
| Parity: |
1.48 |
| Time value: |
0.20 |
| Break-even: |
88.89 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.61 |
| Rho: |
0.27 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.88% |
| 1 Month |
|
|
-29.02% |
| 3 Months |
|
|
+18.66% |
| YTD |
|
|
-9.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.71 |
| 1M High / 1M Low: |
2.29 |
1.71 |
| 6M High / 6M Low: |
2.29 |
0.79 |
| High (YTD): |
6/14/2024 |
2.29 |
| Low (YTD): |
4/22/2024 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.49% |
| Volatility 6M: |
|
154.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
