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Soc. Generale Call 55 CTSH 21.06..../  DE000SV44DF4  /

EUWAX
2024-06-13  9:46:56 AM Chg.- Bid11:05:09 AM Ask11:05:09 AM Underlying Strike price Expiration date Option type
0.870EUR - -
Bid Size: -		 -
Ask Size: -		 Cognizant Technology... 55.00 USD 2024-06-21 Call
 

Master data

WKN: SV44DF
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.89
Implied volatility: 0.51
Historic volatility: 0.18
Parity: 0.89
Time value: 0.01
Break-even: 60.22
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 6.62
Rho: 0.01
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.940
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -13.86%
3 Months
  -54.45%
YTD
  -55.61%
1 Year
  -30.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.820
1M High / 1M Low: 1.240 0.730
6M High / 6M Low: 2.220 0.730
High (YTD): 2024-01-25 2.220
Low (YTD): 2024-05-31 0.730
52W High: 2024-01-25 2.220
52W Low: 2024-05-31 0.730
Avg. price 1W:   0.886
Avg. volume 1W:   0.000
Avg. price 1M:   0.966
Avg. volume 1M:   0.000
Avg. price 6M:   1.570
Avg. volume 6M:   0.000
Avg. price 1Y:   1.547
Avg. volume 1Y:   0.000
Volatility 1M:   146.81%
Volatility 6M:   102.19%
Volatility 1Y:   92.63%
Volatility 3Y:   -