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Soc. Generale Call 50 CTSH 20.09..../  DE000SV194J6  /

EUWAX
6/14/2024  9:52:14 AM Chg.-0.16 Bid1:22:47 PM Ask1:22:47 PM Underlying Strike price Expiration date Option type
1.26EUR -11.27% 1.31
Bid Size: 4,000		 -
Ask Size: -		 Cognizant Technology... 50.00 USD 9/20/2024 Call
 

Master data

WKN: SV194J
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 9/20/2024
Issue date: 3/17/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.18
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.36
Implied volatility: 0.36
Historic volatility: 0.18
Parity: 1.36
Time value: 0.08
Break-even: 60.97
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 3.91
Rho: 0.11
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.64%
1 Month
  -17.11%
3 Months
  -47.50%
YTD
  -48.36%
1 Year
  -25.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.47 1.36
1M High / 1M Low: 1.77 1.28
6M High / 6M Low: 2.71 1.28
High (YTD): 1/25/2024 2.71
Low (YTD): 5/31/2024 1.28
52W High: 1/25/2024 2.71
52W Low: 5/31/2024 1.28
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   2.07
Avg. volume 6M:   0.00
Avg. price 1Y:   2.03
Avg. volume 1Y:   0.00
Volatility 1M:   94.40%
Volatility 6M:   73.94%
Volatility 1Y:   69.00%
Volatility 3Y:   -