Soc. Generale Call 90 LOGN 20.09.2024
/ DE000SU06NY5
Soc. Generale Call 90 LOGN 20.09..../ DE000SU06NY5 /
| 2024-06-24 6:44:49 PM |
Chg.+0.060 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+15.79% |
0.440
Bid Size: 6,900 |
0.510
Ask Size: 6,900 |
LOGITECH N |
90.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU06NY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.34 |
| Parity: |
-0.42 |
| Time value: |
0.44 |
| Break-even: |
98.52 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.44 |
| Theta: |
-0.04 |
| Omega: |
9.05 |
| Rho: |
0.09 |
Quote data
| Open: |
0.440 |
| High: |
0.450 |
| Low: |
0.430 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.73% |
| 1 Month |
|
|
-10.20% |
| 3 Months |
|
|
+4.76% |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.380 |
| 1M High / 1M Low: |
0.660 |
0.380 |
| 6M High / 6M Low: |
0.660 |
0.120 |
| High (YTD): |
2024-06-13 |
0.660 |
| Low (YTD): |
2024-04-30 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.15% |
| Volatility 6M: |
|
207.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
