OverviewChartNewsTraderScreen

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

EUWAX
13/06/2024  08:29:18 Chg.-0.030 Bid15:05:20 Ask15:05:20 Underlying Strike price Expiration date Option type
0.220EUR -12.00% 0.210
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Cognizant Technology... 80.00 USD 21/03/2025 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: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.71
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -1.27
Time value: 0.27
Break-even: 76.69
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.31
Theta: -0.01
Omega: 6.99
Rho: 0.12
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month
  -18.52%
3 Months
  -71.43%
YTD
  -72.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.370 0.210
6M High / 6M Low: 0.920 0.210
High (YTD): 26/02/2024 0.920
Low (YTD): 06/06/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.596
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.64%
Volatility 6M:   123.35%
Volatility 1Y:   -
Volatility 3Y:   -