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

Frankfurt Zert./SG
6/14/2024  12:26:52 PM Chg.-0.060 Bid6/14/2024 Ask6/14/2024 Underlying Strike price Expiration date Option type
0.530EUR -10.17% 0.530
Bid Size: 6,000		 0.610
Ask Size: 6,000		 Cognizant Technology... 70.00 USD 6/20/2025 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: 6/20/2025
Issue date: 11/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.20
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.50
Time value: 0.59
Break-even: 71.09
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.50
Theta: -0.01
Omega: 5.09
Rho: 0.25
 

Quote data

Open: 0.530
High: 0.530
Low: 0.520
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.46%
1 Month
  -32.05%
3 Months
  -62.68%
YTD
  -62.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.590
1M High / 1M Low: 0.920 0.590
6M High / 6M Low: 1.670 0.590
High (YTD): 2/23/2024 1.670
Low (YTD): 6/13/2024 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.736
Avg. volume 1M:   0.000
Avg. price 6M:   1.161
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.97%
Volatility 6M:   76.96%
Volatility 1Y:   -
Volatility 3Y:   -