Soc. Generale Call 70 LOGN 21.03.2025
/ DE000SW86GW1
Soc. Generale Call 70 LOGN 21.03..../ DE000SW86GW1 /
| 1/23/2025 9:18:30 AM |
Chg.+0.07 |
Bid9:14:34 PM |
Ask9:14:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+5.04% |
1.41
Bid Size: 2,200 |
1.55
Ask Size: 2,200 |
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: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
1.02 |
| Time value: |
0.17 |
| Break-even: |
86.07 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
5.85 |
| Rho: |
0.09 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.31% |
| 1 Month |
|
|
+114.71% |
| 3 Months |
|
|
+84.81% |
| YTD |
|
|
+80.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.20 |
| 1M High / 1M Low: |
1.39 |
0.68 |
| 6M High / 6M Low: |
1.47 |
0.48 |
| High (YTD): |
1/22/2025 |
1.39 |
| Low (YTD): |
1/2/2025 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.84% |
| Volatility 6M: |
|
154.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |