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Soc. Generale Call 90 CTSH 20.09..../  DE000SW22UM8  /

Frankfurt Zert./SG
31/05/2024  21:46:46 Chg.+0.007 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
0.038EUR +22.58% 0.039
Bid Size: 15,000		 0.049
Ask Size: 15,000		 Cognizant Technology... 90.00 USD 20/09/2024 Call
 

Master data

WKN: SW22UM
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 20/09/2024
Issue date: 04/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 124.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -2.20
Time value: 0.05
Break-even: 83.45
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 1.81
Spread abs.: 0.01
Spread %: 25.64%
Delta: 0.09
Theta: -0.01
Omega: 11.33
Rho: 0.02
 

Quote data

Open: 0.017
High: 0.041
Low: 0.017
Previous Close: 0.031
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -36.67%
3 Months
  -84.80%
YTD
  -84.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.031
1M High / 1M Low: 0.061 0.030
6M High / 6M Low: 0.300 0.030
High (YTD): 06/02/2024 0.300
Low (YTD): 09/05/2024 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.97%
Volatility 6M:   208.85%
Volatility 1Y:   -
Volatility 3Y:   -