Soc. Generale Call 80 LOGN 20.09.2024
/ DE000SW13N28
Soc. Generale Call 80 LOGN 20.09..../ DE000SW13N28 /
| 09/07/2024 21:45:46 |
Chg.-0.020 |
Bid21:58:58 |
Ask21:58:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
0.790
Bid Size: 3,800 |
0.900
Ask Size: 3,800 |
LOGITECH N |
80.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SW13N2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
10.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
0.53 |
| Time value: |
0.34 |
| Break-even: |
91.05 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
7.06 |
| Rho: |
0.11 |
Quote data
| Open: |
0.800 |
| High: |
0.860 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
-39.06% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
-21.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.750 |
| 1M High / 1M Low: |
1.350 |
0.750 |
| 6M High / 6M Low: |
1.350 |
0.270 |
| High (YTD): |
13/06/2024 |
1.350 |
| Low (YTD): |
30/04/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.741 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.21% |
| Volatility 6M: |
|
181.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
