Soc. Generale Call 70 LOGN 19.12..../  DE000SJ28464  /

Frankfurt Zert./SG
1/23/2025  9:50:25 PM Chg.+0.250 Bid9:55:53 PM Ask9:55:53 PM Underlying Strike price Expiration date Option type
1.800EUR +16.13% 1.810
Bid Size: 1,700
1.930
Ask Size: 1,700
LOGITECH N 70.00 CHF 12/19/2025 Call
 

Master data

WKN: SJ2846
Issuer: Société Générale
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 12/19/2025
Issue date: 11/21/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.21
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.02
Implied volatility: 0.30
Historic volatility: 0.27
Parity: 1.02
Time value: 0.60
Break-even: 90.37
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.25%
Delta: 0.75
Theta: -0.02
Omega: 3.92
Rho: 0.43
 

Quote data

Open: 1.720
High: 1.800
Low: 1.710
Previous Close: 1.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month  
+53.85%
3 Months     -
YTD  
+42.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.800 1.550
1M High / 1M Low: 1.800 1.180
6M High / 6M Low: - -
High (YTD): 1/23/2025 1.800
Low (YTD): 1/2/2025 1.180
52W High: - -
52W Low: - -
Avg. price 1W:   1.644
Avg. volume 1W:   0.000
Avg. price 1M:   1.490
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -