Soc. Generale Call 60 CTSH 19.09..../  DE000SW97R80  /

EUWAX
5/24/2024  9:52:01 AM Chg.-0.02 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.40EUR -1.41% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 60.00 USD 9/19/2025 Call
 

Master data

WKN: SW97R8
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 9/19/2025
Issue date: 5/10/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.77
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.77
Time value: 0.68
Break-even: 69.81
Moneyness: 1.14
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.75
Theta: -0.01
Omega: 3.26
Rho: 0.43
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.40
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -