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

EUWAX
14/06/2024  08:29:57 Chg.-0.060 Bid17:22:06 Ask17:22:06 Underlying Strike price Expiration date Option type
0.420EUR -12.50% 0.430
Bid Size: 125,000		 0.440
Ask Size: 125,000		 Cognizant Technology... 70.00 USD 21/03/2025 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: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.80
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.50
Time value: 0.47
Break-even: 69.89
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.47
Theta: -0.01
Omega: 5.98
Rho: 0.18
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -30.00%
3 Months
  -66.67%
YTD
  -66.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.480
1M High / 1M Low: 0.730 0.460
6M High / 6M Low: 1.460 0.460
High (YTD): 26/02/2024 1.460
Low (YTD): 06/06/2024 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.563
Avg. volume 1M:   0.000
Avg. price 6M:   1.004
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.40%
Volatility 6M:   99.87%
Volatility 1Y:   -
Volatility 3Y:   -