Soc. Generale Call 50 LOGN 21.06.2024
/ DE000SV7LQG7
Soc. Generale Call 50 LOGN 21.06..../ DE000SV7LQG7 /
5/27/2024 9:43:43 AM |
Chg.-0.03 |
Bid2:35:23 PM |
Ask2:35:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.74EUR |
-0.80% |
3.81 Bid Size: 30,000 |
3.83 Ask Size: 30,000 |
LOGITECH N |
50.00 CHF |
6/21/2024 |
Call |
Master data
WKN: |
SV7LQG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
LOGITECH N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 CHF |
Maturity: |
6/21/2024 |
Issue date: |
6/16/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.81 |
Intrinsic value: |
3.79 |
Implied volatility: |
1.23 |
Historic volatility: |
0.36 |
Parity: |
3.79 |
Time value: |
0.05 |
Break-even: |
88.79 |
Moneyness: |
1.75 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.52% |
Delta: |
0.97 |
Theta: |
-0.04 |
Omega: |
2.24 |
Rho: |
0.03 |
Quote data
Open: |
3.74 |
High: |
3.74 |
Low: |
3.74 |
Previous Close: |
3.77 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.82% |
1 Month |
|
|
+63.32% |
3 Months |
|
|
+21.04% |
YTD |
|
|
+12.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.78 |
3.07 |
1M High / 1M Low: |
3.78 |
2.32 |
6M High / 6M Low: |
3.78 |
2.17 |
High (YTD): |
5/23/2024 |
3.78 |
Low (YTD): |
4/23/2024 |
2.17 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.97 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.76% |
Volatility 6M: |
|
94.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |