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Soc. Generale Call 65 CTSH 20.12..../  DE000SU2S888  /

EUWAX
2024-06-04  10:38:36 AM Chg.-0.050 Bid2:44:33 PM Ask2:44:33 PM Underlying Strike price Expiration date Option type
0.540EUR -8.47% 0.550
Bid Size: 8,000		 0.640
Ask Size: 8,000		 Cognizant Technology... 65.00 USD 2024-12-20 Call
 

Master data

WKN: SU2S88
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.73
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.07
Implied volatility: 0.30
Historic volatility: 0.18
Parity: 0.07
Time value: 0.55
Break-even: 65.79
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.60
Theta: -0.02
Omega: 5.85
Rho: 0.16
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.40%
1 Month
  -8.47%
3 Months
  -66.67%
YTD
  -63.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.500
1M High / 1M Low: 0.840 0.500
6M High / 6M Low: 1.670 0.500
High (YTD): 2024-02-26 1.670
Low (YTD): 2024-05-31 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   1.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.63%
Volatility 6M:   99.19%
Volatility 1Y:   -
Volatility 3Y:   -