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

EUWAX
6/7/2024  8:28:03 AM Chg.+0.030 Bid10:57:51 AM Ask10:57:51 AM Underlying Strike price Expiration date Option type
0.610EUR +5.17% 0.630
Bid Size: 7,000		 0.710
Ask Size: 7,000		 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: 9.09
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: 70.97
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.54
Theta: -0.01
Omega: 4.88
Rho: 0.27
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.17%
1 Month
  -7.58%
3 Months
  -56.12%
YTD
  -55.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.580
1M High / 1M Low: 0.880 0.580
6M High / 6M Low: 1.570 0.580
High (YTD): 2/26/2024 1.570
Low (YTD): 6/6/2024 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.710
Avg. volume 1M:   0.000
Avg. price 6M:   1.148
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.10%
Volatility 6M:   88.59%
Volatility 1Y:   -
Volatility 3Y:   -