Soc. Generale Call 70 LOGN 21.03..../  DE000SW86GW1  /

Frankfurt Zert./SG
09/01/2025  16:53:35 Chg.+0.020 Bid16:58:47 Ask16:58:47 Underlying Strike price Expiration date Option type
1.130EUR +1.80% -
Bid Size: -
-
Ask Size: -
LOGITECH N 70.00 CHF 21/03/2025 Call
 

Master data

WKN: SW86GW
Issuer: Société Générale
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 21/03/2025
Issue date: 18/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.09
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.99
Implied volatility: 0.37
Historic volatility: 0.29
Parity: 0.99
Time value: 0.20
Break-even: 86.35
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.81
Theta: -0.03
Omega: 5.73
Rho: 0.11
 

Quote data

Open: 1.100
High: 1.130
Low: 1.100
Previous Close: 1.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+52.70%
1 Month  
+37.80%
3 Months  
+32.94%
YTD  
+34.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.110 0.740
1M High / 1M Low: 1.110 0.650
6M High / 6M Low: 1.840 0.460
High (YTD): 08/01/2025 1.110
Low (YTD): 02/01/2025 0.740
52W High: - -
52W Low: - -
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   0.902
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.37%
Volatility 6M:   162.62%
Volatility 1Y:   -
Volatility 3Y:   -