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Soc. Generale Call 70 LOGN 21.06..../  DE000SV48YY2  /

EUWAX
2024-05-27  9:17:43 AM Chg.-0.01 Bid12:11:24 PM Ask12:11:24 PM Underlying Strike price Expiration date Option type
1.77EUR -0.56% 1.81
Bid Size: 30,000		 1.83
Ask Size: 30,000		 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: 4.80
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.78
Implied volatility: 0.61
Historic volatility: 0.36
Parity: 1.78
Time value: 0.06
Break-even: 88.95
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.10%
Delta: 0.93
Theta: -0.04
Omega: 4.48
Rho: 0.04
 

Quote data

Open: 1.77
High: 1.77
Low: 1.77
Previous Close: 1.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.91%
1 Month  
+200.00%
3 Months  
+45.08%
YTD  
+22.07%
1 Year  
+254.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.78 1.10
1M High / 1M Low: 1.78 0.57
6M High / 6M Low: 1.78 0.51
High (YTD): 2024-05-24 1.78
Low (YTD): 2024-04-23 0.51
52W High: 2024-05-24 1.78
52W Low: 2023-06-21 0.13
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   0.00
Avg. price 1Y:   0.81
Avg. volume 1Y:   0.00
Volatility 1M:   374.95%
Volatility 6M:   199.73%
Volatility 1Y:   195.76%
Volatility 3Y:   -