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

Frankfurt Zert./SG
13/06/2024  19:21:44 Chg.-0.090 Bid19:25:30 Ask- Underlying Strike price Expiration date Option type
0.950EUR -8.65% 0.940
Bid Size: 70,000		 -
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: 5.73
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.05
Implied volatility: 0.85
Historic volatility: 0.18
Parity: 1.05
Time value: 0.02
Break-even: 61.57
Moneyness: 1.21
Premium: 0.00
Premium p.a.: 0.20
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.06
Omega: 5.39
Rho: 0.01
 

Quote data

Open: 0.860
High: 1.000
Low: 0.800
Previous Close: 1.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -21.49%
3 Months
  -54.33%
YTD
  -52.26%
1 Year
  -26.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 1.020
1M High / 1M Low: 1.420 0.910
6M High / 6M Low: 2.390 0.910
High (YTD): 23/02/2024 2.390
Low (YTD): 30/05/2024 0.910
52W High: 23/02/2024 2.390
52W Low: 30/05/2024 0.910
Avg. price 1W:   1.072
Avg. volume 1W:   0.000
Avg. price 1M:   1.150
Avg. volume 1M:   0.000
Avg. price 6M:   1.691
Avg. volume 6M:   0.000
Avg. price 1Y:   1.604
Avg. volume 1Y:   0.000
Volatility 1M:   114.74%
Volatility 6M:   79.79%
Volatility 1Y:   78.19%
Volatility 3Y:   -