Soc. Generale Call 60 CTSH 17.01.2025
/ DE000SQ86U94
Soc. Generale Call 60 CTSH 17.01..../ DE000SQ86U94 /
| 03/05/2024 21:42:48 |
Chg.-0.010 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
-0.98% |
1.000
Bid Size: 7,000 |
1.010
Ask Size: 7,000 |
Cognizant Technology... |
60.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SQ86U9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.58 |
| Time value: |
0.43 |
| Break-even: |
65.85 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.49 |
| Rho: |
0.25 |
Quote data
| Open: |
0.930 |
| High: |
1.050 |
| Low: |
0.910 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.34% |
| 1 Month |
|
|
-28.87% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-45.11% |
| 1 Year |
|
|
-16.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
1.010 |
| 1M High / 1M Low: |
1.440 |
1.010 |
| 6M High / 6M Low: |
2.170 |
1.010 |
| High (YTD): |
23/02/2024 |
2.170 |
| Low (YTD): |
03/05/2024 |
1.010 |
| 52W High: |
23/02/2024 |
2.170 |
| 52W Low: |
03/05/2024 |
1.010 |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.646 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.506 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
56.34% |
| Volatility 6M: |
|
61.05% |
| Volatility 1Y: |
|
68.84% |
| Volatility 3Y: |
|
- |
