Soc. Generale Call 70 LOGN 20.12.2024
/ DE000SU1VJ32
Soc. Generale Call 70 LOGN 20.12..../ DE000SU1VJ32 /
| 20/06/2024 13:59:27 |
Chg.+0.03 |
Bid14:06:08 |
Ask14:06:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+1.49% |
2.05
Bid Size: 35,000 |
2.06
Ask Size: 35,000 |
LOGITECH N |
70.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU1VJ3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.34 |
| Parity: |
1.76 |
| Time value: |
0.29 |
| Break-even: |
94.16 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.86 |
| Rho: |
0.29 |
Quote data
| Open: |
1.97 |
| High: |
2.05 |
| Low: |
1.97 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.48% |
| 1 Month |
|
|
+40.41% |
| 3 Months |
|
|
+33.99% |
| YTD |
|
|
+17.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.02 |
| 1M High / 1M Low: |
2.29 |
1.46 |
| 6M High / 6M Low: |
2.29 |
0.79 |
| High (YTD): |
14/06/2024 |
2.29 |
| Low (YTD): |
22/04/2024 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.14% |
| Volatility 6M: |
|
152.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
