Soc. Generale Call 80 LOGN 20.09.2024
/ DE000SW13N28
Soc. Generale Call 80 LOGN 20.09..../ DE000SW13N28 /
| 5/23/2024 8:49:29 AM |
Chg.+0.190 |
Bid3:27:50 PM |
Ask3:27:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+25.00% |
1.060
Bid Size: 40,000 |
1.070
Ask Size: 40,000 |
LOGITECH N |
80.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SW13N2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
0.68 |
| Time value: |
0.36 |
| Break-even: |
91.12 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
6.20 |
| Rho: |
0.18 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.93% |
| 1 Month |
|
|
+206.45% |
| 3 Months |
|
|
+31.94% |
| YTD |
|
|
-3.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.540 |
| 1M High / 1M Low: |
0.760 |
0.310 |
| 6M High / 6M Low: |
1.110 |
0.290 |
| High (YTD): |
1/18/2024 |
1.110 |
| Low (YTD): |
4/22/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.708 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
427.04% |
| Volatility 6M: |
|
221.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
