Soc. Generale Call 70 LOGN 21.06.2024
/ DE000SV48YY2
Soc. Generale Call 70 LOGN 21.06..../ DE000SV48YY2 /
2024-06-06 8:12:23 PM |
Chg.+0.150 |
Bid8:14:08 PM |
Ask8:14:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.990EUR |
+8.15% |
2.000 Bid Size: 1,500 |
2.310 Ask Size: 1,500 |
LOGITECH N |
70.00 CHF |
2024-06-21 |
Call |
Master data
WKN: |
SV48YY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
LOGITECH N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 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: |
4.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.00 |
Intrinsic value: |
1.99 |
Implied volatility: |
0.77 |
Historic volatility: |
0.31 |
Parity: |
1.99 |
Time value: |
0.04 |
Break-even: |
92.38 |
Moneyness: |
1.28 |
Premium: |
0.00 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
1.00% |
Delta: |
0.95 |
Theta: |
-0.06 |
Omega: |
4.30 |
Rho: |
0.03 |
Quote data
Open: |
2.080 |
High: |
2.350 |
Low: |
1.990 |
Previous Close: |
1.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.03% |
1 Month |
|
|
+192.65% |
3 Months |
|
|
+80.91% |
YTD |
|
|
+35.37% |
1 Year |
|
|
+423.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.930 |
1.550 |
1M High / 1M Low: |
1.930 |
0.680 |
6M High / 6M Low: |
1.930 |
0.430 |
High (YTD): |
2024-05-31 |
1.930 |
Low (YTD): |
2024-04-30 |
0.430 |
52W High: |
2024-05-31 |
1.930 |
52W Low: |
2023-06-21 |
0.130 |
Avg. price 1W: |
|
1.734 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.148 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.831 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
155.35% |
Volatility 6M: |
|
170.11% |
Volatility 1Y: |
|
182.24% |
Volatility 3Y: |
|
- |