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Soc. Generale Call 55 CTSH 17.01..../  DE000SV1DG68  /

EUWAX
6/28/2024  8:37:16 AM Chg.-0.03 Bid11:51:27 AM Ask11:51:27 AM Underlying Strike price Expiration date Option type
1.35EUR -2.17% 1.37
Bid Size: 5,000		 1.52
Ask Size: 5,000		 Cognizant Technology... 55.00 USD 1/17/2025 Call
 

Master data

WKN: SV1DG6
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 1/17/2025
Issue date: 2/22/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.19
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 1.19
Time value: 0.24
Break-even: 65.66
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.85
Theta: -0.01
Omega: 3.76
Rho: 0.22
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.88%
1 Month
  -3.57%
3 Months
  -28.19%
YTD
  -37.79%
1 Year
  -4.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 1.38
1M High / 1M Low: 1.43 1.08
6M High / 6M Low: 2.41 1.08
High (YTD): 1/31/2024 2.41
Low (YTD): 6/17/2024 1.08
52W High: 1/31/2024 2.41
52W Low: 6/17/2024 1.08
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   1.78
Avg. volume 6M:   0.00
Avg. price 1Y:   1.79
Avg. volume 1Y:   0.00
Volatility 1M:   104.09%
Volatility 6M:   76.19%
Volatility 1Y:   71.35%
Volatility 3Y:   -