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

EUWAX
14/06/2024  08:28:12 Chg.-0.040 Bid14/06/2024 Ask14/06/2024 Underlying Strike price Expiration date Option type
0.540EUR -6.90% 0.540
Bid Size: 6,000		 0.640
Ask Size: 6,000		 Cognizant Technology... 70.00 USD 20/06/2025 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: 20/06/2025
Issue date: 29/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.15
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.34
Time value: 0.67
Break-even: 71.44
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.53
Theta: -0.01
Omega: 4.90
Rho: 0.27
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.48%
1 Month
  -27.03%
3 Months
  -61.15%
YTD
  -60.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.580
1M High / 1M Low: 0.880 0.580
6M High / 6M Low: 1.570 0.580
High (YTD): 26/02/2024 1.570
Low (YTD): 13/06/2024 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.693
Avg. volume 1M:   0.000
Avg. price 6M:   1.127
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.96%
Volatility 6M:   90.56%
Volatility 1Y:   -
Volatility 3Y:   -