OverviewChartNewsTraderScreen

Soc. Generale Call 60 CTSH 21.03..../  DE000SW3PR75  /

EUWAX
6/13/2024  8:29:18 AM Chg.-0.070 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.980EUR -6.67% -
Bid Size: -		 -
Ask Size: -		 Cognizant Technology... 60.00 USD 3/21/2025 Call
 

Master data

WKN: SW3PR7
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.58
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.58
Time value: 0.49
Break-even: 66.19
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.94%
Delta: 0.73
Theta: -0.01
Omega: 4.16
Rho: 0.26
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 1.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.01%
1 Month
  -11.71%
3 Months
  -48.15%
YTD
  -48.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.960
1M High / 1M Low: 1.300 0.900
6M High / 6M Low: 2.100 0.900
High (YTD): 2/26/2024 2.100
Low (YTD): 5/31/2024 0.900
52W High: - -
52W Low: - -
Avg. price 1W:   1.008
Avg. volume 1W:   0.000
Avg. price 1M:   1.070
Avg. volume 1M:   0.000
Avg. price 6M:   1.581
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.06%
Volatility 6M:   78.04%
Volatility 1Y:   -
Volatility 3Y:   -