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Soc. Generale Call 70 CTSH 20.12..../  DE000SV455Y0  /

Frankfurt Zert./SG
6/6/2024  11:15:23 AM Chg.-0.050 Bid11:18:47 AM Ask11:18:47 AM Underlying Strike price Expiration date Option type
0.320EUR -13.51% 0.330
Bid Size: 10,000		 0.400
Ask Size: 10,000		 Cognizant Technology... 70.00 USD 12/20/2024 Call
 

Master data

WKN: SV455Y
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.86
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.41
Time value: 0.38
Break-even: 68.17
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.45
Theta: -0.01
Omega: 7.18
Rho: 0.13
 

Quote data

Open: 0.330
High: 0.330
Low: 0.320
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.57%
1 Month
  -25.58%
3 Months
  -72.65%
YTD
  -72.65%
1 Year
  -51.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.350
1M High / 1M Low: 0.620 0.350
6M High / 6M Low: 1.420 0.350
High (YTD): 2/23/2024 1.420
Low (YTD): 5/30/2024 0.350
52W High: 2/23/2024 1.420
52W Low: 5/30/2024 0.350
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.925
Avg. volume 6M:   0.000
Avg. price 1Y:   0.900
Avg. volume 1Y:   0.000
Volatility 1M:   154.83%
Volatility 6M:   98.55%
Volatility 1Y:   95.48%
Volatility 3Y:   -