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Soc. Generale Call 70 CTSH 21.03..../  DE000SW3PR83  /

Frankfurt Zert./SG
2024-06-05  9:50:28 PM Chg.0.000 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.500EUR 0.00% 0.510
Bid Size: 8,000		 0.520
Ask Size: 8,000		 Cognizant Technology... 70.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PR8
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.55
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.43
Time value: 0.52
Break-even: 69.53
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.49
Theta: -0.01
Omega: 5.67
Rho: 0.19
 

Quote data

Open: 0.460
High: 0.510
Low: 0.450
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.28%
1 Month
  -15.25%
3 Months
  -63.77%
YTD
  -61.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.490
1M High / 1M Low: 0.780 0.490
6M High / 6M Low: 1.560 0.490
High (YTD): 2024-02-23 1.560
Low (YTD): 2024-05-30 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.631
Avg. volume 1M:   0.000
Avg. price 6M:   1.064
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.94%
Volatility 6M:   84.51%
Volatility 1Y:   -
Volatility 3Y:   -