Soc. Generale Call 80 LOGN 21.06.2024
/ DE000SV6W062
Soc. Generale Call 80 LOGN 21.06..../ DE000SV6W062 /
| 2024-05-23 9:47:27 PM |
Chg.+0.020 |
Bid9:57:44 PM |
Ask9:57:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+2.86% |
0.730
Bid Size: 4,200 |
0.860
Ask Size: 4,200 |
LOGITECH N |
80.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SV6W06 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-31 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
0.68 |
| Time value: |
0.11 |
| Break-even: |
88.62 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
9.10 |
| Rho: |
0.05 |
Quote data
| Open: |
0.690 |
| High: |
0.830 |
| Low: |
0.680 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+148.28% |
| 1 Month |
|
|
+350.00% |
| 3 Months |
|
|
+35.85% |
| YTD |
|
|
-7.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.290 |
| 1M High / 1M Low: |
0.700 |
0.081 |
| 6M High / 6M Low: |
0.930 |
0.081 |
| High (YTD): |
2024-01-22 |
0.930 |
| Low (YTD): |
2024-04-30 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.47% |
| Volatility 6M: |
|
264.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
