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Soc. Generale Call 60 CTSH 17.01..../  DE000SQ86U94  /

EUWAX
2024-05-03  8:50:40 AM Chg.-0.060 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.930EUR -6.06% -
Bid Size: -		 -
Ask Size: -		 Cognizant Technology... 60.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
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: 0.930
Low: 0.930
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.92%
1 Month
  -33.09%
3 Months
  -52.06%
YTD
  -49.18%
1 Year
  -22.50%
3 Years     -
5 Years     -
1W High / 1W Low: 1.010 0.930
1M High / 1M Low: 1.390 0.930
6M High / 6M Low: 2.050 0.930
High (YTD): 2024-02-26 2.050
Low (YTD): 2024-05-03 0.930
52W High: 2024-02-26 2.050
52W Low: 2024-05-03 0.930
Avg. price 1W:   0.980
Avg. volume 1W:   0.000
Avg. price 1M:   1.152
Avg. volume 1M:   0.000
Avg. price 6M:   1.614
Avg. volume 6M:   0.000
Avg. price 1Y:   1.488
Avg. volume 1Y:   0.000
Volatility 1M:   54.60%
Volatility 6M:   69.09%
Volatility 1Y:   72.88%
Volatility 3Y:   -