Soc. Generale Call 75 LOGN 20.12.2024
/ DE000SW98221
Soc. Generale Call 75 LOGN 20.12..../ DE000SW98221 /
| 2024-08-01 3:22:48 PM |
Chg.-0.010 |
Bid4:05:55 PM |
Ask4:05:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-1.22% |
0.760
Bid Size: 4,000 |
0.860
Ask Size: 4,000 |
LOGITECH N |
75.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW9822 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
0.48 |
| Time value: |
0.42 |
| Break-even: |
87.89 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
6.45 |
| Rho: |
0.19 |
Quote data
| Open: |
0.810 |
| High: |
0.830 |
| Low: |
0.810 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.96% |
| 1 Month |
|
|
-46.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.730 |
| 1M High / 1M Low: |
1.510 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
