Soc. Generale Call 55 CTSH 21.06.2024
/ DE000SV44DF4
Soc. Generale Call 55 CTSH 21.06..../ DE000SV44DF4 /
| 5/20/2024 9:49:34 PM |
Chg.+0.070 |
Bid9:58:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+5.38% |
1.370
Bid Size: 5,000 |
-
Ask Size: - |
Cognizant Technology... |
55.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
5/8/2023 |
| Last trading day: |
6/20/2024 |
| 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: |
1.120 |
| High: |
1.380 |
| Low: |
1.120 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.13% |
| 1 Month |
|
|
+14.17% |
| 3 Months |
|
|
-35.98% |
| YTD |
|
|
-31.16% |
| 1 Year |
|
|
+5.38% |
| 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): |
2/23/2024 |
2.390 |
| Low (YTD): |
4/30/2024 |
1.060 |
| 52W High: |
2/23/2024 |
2.390 |
| 52W Low: |
4/30/2024 |
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: |
|
- |
