Soc. Generale Call 70 LOGN 20.06..../  DE000SY9DZ79  /

Frankfurt Zert./SG
1/24/2025  9:42:36 PM Chg.-0.040 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
1.520EUR -2.56% 1.520
Bid Size: 2,000
1.650
Ask Size: 2,000
LOGITECH N 70.00 CHF 6/20/2025 Call
 

Master data

WKN: SY9DZ7
Issuer: Société Générale
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 6/20/2025
Issue date: 9/6/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.39
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.38
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 1.38
Time value: 0.25
Break-even: 90.37
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.62%
Delta: 0.84
Theta: -0.02
Omega: 4.53
Rho: 0.23
 

Quote data

Open: 1.540
High: 1.630
Low: 1.520
Previous Close: 1.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.15%
1 Month  
+65.22%
3 Months  
+105.41%
YTD  
+50.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.560 1.300
1M High / 1M Low: 1.560 0.920
6M High / 6M Low: - -
High (YTD): 1/23/2025 1.560
Low (YTD): 1/2/2025 0.920
52W High: - -
52W Low: - -
Avg. price 1W:   1.398
Avg. volume 1W:   0.000
Avg. price 1M:   1.239
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -