Soc. Generale Call 75 LOGN 20.06..../  DE000SJ28449  /

EUWAX
1/9/2025  9:18:44 AM Chg.-0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.970EUR -2.02% -
Bid Size: -
-
Ask Size: -
LOGITECH N 75.00 CHF 6/20/2025 Call
 

Master data

WKN: SJ2844
Issuer: Société Générale
Currency: EUR
Underlying: LOGITECH N
Type: Warrant
Option type: Call
Strike price: 75.00 CHF
Maturity: 6/20/2025
Issue date: 11/21/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.35
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.46
Implied volatility: 0.32
Historic volatility: 0.29
Parity: 0.46
Time value: 0.55
Break-even: 89.87
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.66
Theta: -0.02
Omega: 5.55
Rho: 0.20
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.97%
1 Month  
+31.08%
3 Months     -
YTD  
+42.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.990 0.660
1M High / 1M Low: 0.990 0.560
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.990
Low (YTD): 1/2/2025 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.721
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -