Soc. Generale Call 60 LOGN 20.09.2024
/ DE000SW13N02
Soc. Generale Call 60 LOGN 20.09..../ DE000SW13N02 /
| 2024-06-06 8:54:58 AM |
Chg.+0.23 |
Bid11:25:11 AM |
Ask11:25:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
+8.55% |
3.37
Bid Size: 30,000 |
3.39
Ask Size: 30,000 |
LOGITECH N |
60.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SW13N0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
3.02 |
| Time value: |
0.09 |
| Break-even: |
92.88 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.87 |
| Rho: |
0.17 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
2.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.62% |
| 1 Month |
|
|
+89.61% |
| 3 Months |
|
|
+56.15% |
| YTD |
|
|
+19.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
2.57 |
| 1M High / 1M Low: |
3.01 |
1.54 |
| 6M High / 6M Low: |
3.01 |
1.30 |
| High (YTD): |
2024-06-03 |
3.01 |
| Low (YTD): |
2024-04-22 |
1.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.13% |
| Volatility 6M: |
|
122.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
