Soc. Generale Call 90 LOGN 20.09.2024
/ DE000SU06NY5
Soc. Generale Call 90 LOGN 20.09..../ DE000SU06NY5 /
| 24/06/2024 10:08:06 |
Chg.+0.040 |
Bid18:41:45 |
Ask18:41:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+10.00% |
0.440
Bid Size: 6,900 |
0.510
Ask Size: 6,900 |
LOGITECH N |
90.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU06NY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
+15.79% |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.400 |
| 1M High / 1M Low: |
0.640 |
0.400 |
| 6M High / 6M Low: |
0.640 |
0.120 |
| High (YTD): |
07/06/2024 |
0.640 |
| Low (YTD): |
06/05/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.94% |
| Volatility 6M: |
|
257.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
