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Soc. Generale Call 90 CTSH 21.03..../  DE000SW3PSA5  /

Frankfurt Zert./SG
07/06/2024  19:44:14 Chg.0.000 Bid07/06/2024 Ask07/06/2024 Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 175,000		 0.140
Ask Size: 175,000		 Cognizant Technology... 90.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PSA
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 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: 43.49
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -2.18
Time value: 0.14
Break-even: 84.03
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.18
Theta: -0.01
Omega: 7.84
Rho: 0.08
 

Quote data

Open: 0.110
High: 0.140
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -18.75%
3 Months
  -75.93%
YTD
  -71.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.200 0.110
6M High / 6M Low: 0.590 0.110
High (YTD): 04/03/2024 0.590
Low (YTD): 30/05/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.355
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.79%
Volatility 6M:   122.67%
Volatility 1Y:   -
Volatility 3Y:   -