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Soc. Generale Call 80 CTSH 21.03..../  DE000SW3PR91  /

EUWAX
2024-06-03  8:28:28 AM Chg.+0.010 Bid8:30:17 AM Ask8:30:17 AM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.240
Bid Size: 10,000		 0.300
Ask Size: 10,000		 Cognizant Technology... 80.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PR9
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 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: 22.58
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -1.28
Time value: 0.27
Break-even: 76.44
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.31
Theta: -0.01
Omega: 6.96
Rho: 0.13
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.69%
1 Month
  -17.86%
3 Months
  -73.86%
YTD
  -70.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.220
1M High / 1M Low: 0.370 0.220
6M High / 6M Low: 0.920 0.220
High (YTD): 2024-02-26 0.920
Low (YTD): 2024-05-31 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.620
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.90%
Volatility 6M:   120.95%
Volatility 1Y:   -
Volatility 3Y:   -