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Soc. Generale Call 65 CTSH 21.06..../  DE000SV44DG2  /

Frankfurt Zert./SG
10/06/2024  14:37:19 Chg.-0.060 Bid15:44:02 Ask15:44:02 Underlying Strike price Expiration date Option type
0.110EUR -35.29% 0.220
Bid Size: 100,000		 0.230
Ask Size: 100,000		 Cognizant Technology... 65.00 USD 21/06/2024 Call
 

Master data

WKN: SV44DG
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 21/06/2024
Issue date: 08/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.20
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.09
Implied volatility: 0.33
Historic volatility: 0.18
Parity: 0.09
Time value: 0.10
Break-even: 62.20
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.62
Theta: -0.06
Omega: 19.89
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.120
Low: 0.099
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -62.07%
3 Months
  -90.98%
YTD
  -91.06%
1 Year
  -82.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.540 0.150
6M High / 6M Low: 1.530 0.150
High (YTD): 23/02/2024 1.530
Low (YTD): 30/05/2024 0.150
52W High: 23/02/2024 1.530
52W Low: 30/05/2024 0.150
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.905
Avg. volume 6M:   0.000
Avg. price 1Y:   0.892
Avg. volume 1Y:   0.000
Volatility 1M:   317.02%
Volatility 6M:   163.02%
Volatility 1Y:   137.50%
Volatility 3Y:   -