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Soc. Generale Call 90 CTSH 17.01..../  DE000SW22UP1  /

Frankfurt Zert./SG
2024-06-04  8:09:33 PM Chg.+0.003 Bid8:47:23 PM Ask8:47:23 PM Underlying Strike price Expiration date Option type
0.086EUR +3.61% 0.084
Bid Size: 225,000		 0.094
Ask Size: 225,000		 Cognizant Technology... 90.00 USD 2025-01-17 Call
 

Master data

WKN: SW22UP
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -2.22
Time value: 0.10
Break-even: 83.46
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 11.76%
Delta: 0.14
Theta: -0.01
Omega: 8.95
Rho: 0.05
 

Quote data

Open: 0.067
High: 0.092
Low: 0.065
Previous Close: 0.083
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.27%
1 Month
  -21.82%
3 Months
  -82.45%
YTD
  -77.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.076
1M High / 1M Low: 0.140 0.076
6M High / 6M Low: 0.490 0.076
High (YTD): 2024-03-04 0.490
Low (YTD): 2024-05-30 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.290
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.31%
Volatility 6M:   138.78%
Volatility 1Y:   -
Volatility 3Y:   -