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Soc. Generale Call 80 CTSH 17.01..../  DE000SQ86VD2  /

EUWAX
2024-06-07  8:57:12 AM Chg.+0.020 Bid3:38:54 PM Ask3:38:54 PM Underlying Strike price Expiration date Option type
0.170EUR +13.33% 0.190
Bid Size: 150,000		 0.200
Ask Size: 150,000		 Cognizant Technology... 80.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86VD
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.44
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -1.26
Time value: 0.20
Break-even: 75.45
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.27
Theta: -0.01
Omega: 8.14
Rho: 0.09
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -10.53%
3 Months
  -73.85%
YTD
  -76.06%
1 Year
  -56.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.840 0.150
High (YTD): 2024-02-26 0.840
Low (YTD): 2024-06-06 0.150
52W High: 2024-02-26 0.840
52W Low: 2024-06-06 0.150
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.523
Avg. volume 6M:   0.000
Avg. price 1Y:   0.533
Avg. volume 1Y:   0.000
Volatility 1M:   197.39%
Volatility 6M:   137.03%
Volatility 1Y:   124.01%
Volatility 3Y:   -