Soc. Generale Call 70 LOGN 21.03.2025
/ DE000SW86GW1
Soc. Generale Call 70 LOGN 21.03..../ DE000SW86GW1 /
| 1/8/2025 9:46:08 PM |
Chg.+0.010 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+0.91% |
1.120
Bid Size: 2,700 |
1.250
Ask Size: 2,700 |
LOGITECH N |
70.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SW86GW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LOGITECH N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.97 |
| Time value: |
0.22 |
| Break-even: |
86.31 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
5.65 |
| Rho: |
0.11 |
Quote data
| Open: |
1.090 |
| High: |
1.220 |
| Low: |
1.070 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.14% |
| 1 Month |
|
|
+38.75% |
| 3 Months |
|
|
+29.07% |
| YTD |
|
|
+32.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.740 |
| 1M High / 1M Low: |
1.100 |
0.650 |
| 6M High / 6M Low: |
1.860 |
0.460 |
| High (YTD): |
1/7/2025 |
1.100 |
| Low (YTD): |
1/2/2025 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.905 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.908 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.10% |
| Volatility 6M: |
|
162.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |