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Soc. Generale Call 65 CTSH 17.01..../  DE000SQ86VA8  /

Frankfurt Zert./SG
2024-06-21  9:35:35 PM Chg.-0.010 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
0.780EUR -1.27% 0.810
Bid Size: 6,000		 0.820
Ask Size: 6,000		 Cognizant Technology... 65.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86VA
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.79
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.31
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.31
Time value: 0.51
Break-even: 68.99
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.66
Theta: -0.02
Omega: 5.16
Rho: 0.20
 

Quote data

Open: 0.740
High: 0.790
Low: 0.740
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+39.29%
1 Month
  -6.02%
3 Months
  -29.09%
YTD
  -48.34%
1 Year
  -6.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.600
1M High / 1M Low: 0.830 0.560
6M High / 6M Low: 1.810 0.560
High (YTD): 2024-02-23 1.810
Low (YTD): 2024-06-14 0.560
52W High: 2024-02-23 1.810
52W Low: 2024-06-14 0.560
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.686
Avg. volume 1M:   0.000
Avg. price 6M:   1.189
Avg. volume 6M:   0.000
Avg. price 1Y:   1.189
Avg. volume 1Y:   0.000
Volatility 1M:   167.24%
Volatility 6M:   98.22%
Volatility 1Y:   88.68%
Volatility 3Y:   -