Soc. Generale Call 60 CTSH 21.03.2025
/ DE000SW3PR75
Soc. Generale Call 60 CTSH 21.03..../ DE000SW3PR75 /
06/06/2024 08:28:54 |
Chg.0.000 |
Bid20:39:16 |
Ask20:39:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
0.00% |
1.050 Bid Size: 100,000 |
1.060 Ask Size: 100,000 |
Cognizant Technology... |
60.00 USD |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
19/09/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
0.51 |
Time value: |
0.50 |
Break-even: |
65.28 |
Moneyness: |
1.09 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.00% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
4.25 |
Rho: |
0.26 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.930 |
Previous Close: |
0.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.06% |
1 Month |
|
|
-7.92% |
3 Months |
|
|
-52.55% |
YTD |
|
|
-50.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.900 |
1M High / 1M Low: |
1.300 |
0.900 |
6M High / 6M Low: |
2.100 |
0.900 |
High (YTD): |
26/02/2024 |
2.100 |
Low (YTD): |
31/05/2024 |
0.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.950 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.611 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.06% |
Volatility 6M: |
|
76.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |