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Soc. Generale Call 65 CTSH 20.09..../  DE000SW1YT33  /

EUWAX
6/14/2024  9:56:44 AM Chg.-0.100 Bid4:01:24 PM Ask4:01:24 PM Underlying Strike price Expiration date Option type
0.280EUR -26.32% 0.330
Bid Size: 125,000		 0.340
Ask Size: 125,000		 Cognizant Technology... 65.00 USD 9/20/2024 Call
 

Master data

WKN: SW1YT3
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.71
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.04
Time value: 0.36
Break-even: 64.14
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.54
Theta: -0.02
Omega: 9.01
Rho: 0.08
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -42.86%
3 Months
  -78.79%
YTD
  -79.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.670 0.330
6M High / 6M Low: 1.540 0.330
High (YTD): 2/26/2024 1.540
Low (YTD): 5/31/2024 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   0.999
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.83%
Volatility 6M:   129.78%
Volatility 1Y:   -
Volatility 3Y:   -