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Soc. Generale Call 60 CTSH 20.09..../  DE000SQ8Z7D4  /

EUWAX
5/31/2024  9:54:15 AM Chg.-0.090 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.600EUR -13.04% -
Bid Size: -		 -
Ask Size: -		 Cognizant Technology... 60.00 USD 9/20/2024 Call
 

Master data

WKN: SQ8Z7D
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.82
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.57
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.57
Time value: 0.21
Break-even: 63.11
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.77
Theta: -0.02
Omega: 6.01
Rho: 0.12
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.07%
1 Month
  -23.08%
3 Months
  -66.85%
YTD
  -64.50%
1 Year
  -43.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.600
1M High / 1M Low: 1.030 0.600
6M High / 6M Low: 1.900 0.600
High (YTD): 1/25/2024 1.900
Low (YTD): 5/31/2024 0.600
52W High: 1/25/2024 1.900
52W Low: 5/31/2024 0.600
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   0.000
Avg. price 6M:   1.385
Avg. volume 6M:   0.000
Avg. price 1Y:   1.336
Avg. volume 1Y:   0.000
Volatility 1M:   133.85%
Volatility 6M:   90.28%
Volatility 1Y:   89.74%
Volatility 3Y:   -