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Soc. Generale Put 70 CTSH 20.09.2.../  DE000SV6QUP1  /

Frankfurt Zert./SG
07/06/2024  21:44:38 Chg.+0.030 Bid21:59:46 Ask21:59:46 Underlying Strike price Expiration date Option type
0.540EUR +5.88% 0.540
Bid Size: 8,000		 0.550
Ask Size: 8,000		 Cognizant Technology... 70.00 USD 20/09/2024 Put
 

Master data

WKN: SV6QUP
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 20/09/2024
Issue date: 24/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.10
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.38
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.38
Time value: 0.17
Break-even: 59.31
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.85%
Delta: -0.60
Theta: -0.01
Omega: -6.65
Rho: -0.12
 

Quote data

Open: 0.460
High: 0.540
Low: 0.450
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+10.20%
3 Months  
+100.00%
YTD  
+50.00%
1 Year
  -50.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.510
1M High / 1M Low: 0.630 0.330
6M High / 6M Low: 0.660 0.220
High (YTD): 30/04/2024 0.660
Low (YTD): 29/02/2024 0.220
52W High: 23/06/2023 1.080
52W Low: 29/02/2024 0.220
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.580
Avg. volume 1Y:   0.000
Volatility 1M:   222.09%
Volatility 6M:   147.63%
Volatility 1Y:   118.66%
Volatility 3Y:   -