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

EUWAX
6/4/2024  9:47:27 AM Chg.-0.070 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.800EUR -8.05% -
Bid Size: -		 -
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: 5.97
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.99
Implied volatility: 0.51
Historic volatility: 0.18
Parity: 0.99
Time value: 0.02
Break-even: 60.52
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.02
Omega: 5.70
Rho: 0.02
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -5.88%
3 Months
  -61.35%
YTD
  -59.18%
1 Year
  -30.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.730
1M High / 1M Low: 1.240 0.730
6M High / 6M Low: 2.220 0.730
High (YTD): 1/25/2024 2.220
Low (YTD): 5/31/2024 0.730
52W High: 1/25/2024 2.220
52W Low: 5/31/2024 0.730
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   0.992
Avg. volume 1M:   0.000
Avg. price 6M:   1.616
Avg. volume 6M:   0.000
Avg. price 1Y:   1.556
Avg. volume 1Y:   0.000
Volatility 1M:   143.29%
Volatility 6M:   99.44%
Volatility 1Y:   90.93%
Volatility 3Y:   -