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Soc. Generale Call 70 CTSH 20.06..../  DE000SU2YNA2  /

Frankfurt Zert./SG
2024-06-05  9:40:21 PM Chg.-0.010 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.620EUR -1.59% 0.630
Bid Size: 7,000		 0.640
Ask Size: 7,000		 Cognizant Technology... 70.00 USD 2025-06-20 Call
 

Master data

WKN: SU2YNA
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.38
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.43
Time value: 0.64
Break-even: 70.73
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.52
Theta: -0.01
Omega: 4.88
Rho: 0.26
 

Quote data

Open: 0.580
High: 0.630
Low: 0.570
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.43%
1 Month
  -15.07%
3 Months
  -58.94%
YTD
  -55.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.620
1M High / 1M Low: 0.920 0.620
6M High / 6M Low: 1.670 0.620
High (YTD): 2024-02-23 1.670
Low (YTD): 2024-05-30 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.769
Avg. volume 1M:   0.000
Avg. price 6M:   1.188
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.71%
Volatility 6M:   75.14%
Volatility 1Y:   -
Volatility 3Y:   -