Soc. Generale Call 90 LOGN 20.09.2024
/ DE000SU06NY5
Soc. Generale Call 90 LOGN 20.09..../ DE000SU06NY5 /
| 7/9/2024 10:24:38 AM |
Chg.+0.060 |
Bid1:31:23 PM |
Ask1:31:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+24.00% |
0.310
Bid Size: 80,000 |
0.320
Ask Size: 80,000 |
LOGITECH N |
90.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SU06NY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-0.50 |
| Time value: |
0.35 |
| Break-even: |
96.15 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
10.11 |
| Rho: |
0.06 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.310 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.89% |
| 1 Month |
|
|
-51.56% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-43.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.250 |
| 1M High / 1M Low: |
0.630 |
0.250 |
| 6M High / 6M Low: |
0.640 |
0.120 |
| High (YTD): |
6/7/2024 |
0.640 |
| Low (YTD): |
5/6/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.353 |
| Avg. volume 6M: |
|
15.748 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.48% |
| Volatility 6M: |
|
262.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
