Soc. Generale Call 60 LOGN 21.06.2024
/ DE000SV48YX4
Soc. Generale Call 60 LOGN 21.06..../ DE000SV48YX4 /
| 2024-05-27 9:17:43 AM |
Chg.-0.01 |
Bid9:26:24 AM |
Ask9:26:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.77EUR |
-0.36% |
2.76
Bid Size: 30,000 |
2.78
Ask Size: 30,000 |
LOGITECH N |
60.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SV48YX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.30 |
| Parity: |
2.80 |
| Time value: |
0.04 |
| Break-even: |
88.87 |
| Moneyness: |
1.46 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
3.04 |
| Rho: |
0.04 |
Quote data
| Open: |
2.77 |
| High: |
2.77 |
| Low: |
2.77 |
| Previous Close: |
2.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.82% |
| 1 Month |
|
|
+102.19% |
| 3 Months |
|
|
+31.28% |
| YTD |
|
|
+19.91% |
| 1 Year |
|
|
+214.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.07 |
| 1M High / 1M Low: |
2.78 |
1.38 |
| 6M High / 6M Low: |
2.78 |
1.25 |
| High (YTD): |
2024-05-24 |
2.78 |
| Low (YTD): |
2024-04-19 |
1.25 |
| 52W High: |
2024-05-24 |
2.78 |
| 52W Low: |
2023-06-21 |
0.29 |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
158.86% |
| Volatility 6M: |
|
111.16% |
| Volatility 1Y: |
|
131.63% |
| Volatility 3Y: |
|
- |
