Soc. Generale Call 55 CTSH 21.06.2024
/ DE000SV44DF4
Soc. Generale Call 55 CTSH 21.06..../ DE000SV44DF4 /
21/05/2024 08:23:19 |
Chg.-0.190 |
Bid21/05/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
-13.87% |
1.180 Bid Size: 5,000 |
- Ask Size: - |
Cognizant Technology... |
55.00 USD |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
08/05/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
1.27 |
Implied volatility: |
0.47 |
Historic volatility: |
0.18 |
Parity: |
1.27 |
Time value: |
0.03 |
Break-even: |
63.59 |
Moneyness: |
1.25 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.02 |
Omega: |
4.64 |
Rho: |
0.04 |
Quote data
Open: |
1.180 |
High: |
1.180 |
Low: |
1.180 |
Previous Close: |
1.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.84% |
1 Month |
|
|
-1.67% |
3 Months |
|
|
-44.86% |
YTD |
|
|
-40.70% |
1 Year |
|
|
-9.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.420 |
1.190 |
1M High / 1M Low: |
1.420 |
1.060 |
6M High / 6M Low: |
2.390 |
1.060 |
High (YTD): |
23/02/2024 |
2.390 |
Low (YTD): |
30/04/2024 |
1.060 |
52W High: |
23/02/2024 |
2.390 |
52W Low: |
30/04/2024 |
1.060 |
Avg. price 1W: |
|
1.314 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.191 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.766 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.616 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
94.44% |
Volatility 6M: |
|
71.21% |
Volatility 1Y: |
|
75.81% |
Volatility 3Y: |
|
- |