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

EUWAX
21/06/2024  09:45:04 Chg.+0.17 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
1.35EUR +14.41% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 60.00 USD 19/09/2025 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: 19/09/2025
Issue date: 10/05/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.78
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 0.78
Time value: 0.67
Break-even: 70.62
Moneyness: 1.14
Premium: 0.10
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.75
Theta: -0.01
Omega: 3.29
Rho: 0.41
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.85%
1 Month
  -4.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.06
1M High / 1M Low: 1.42 1.06
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -