Soc. Generale Call 55 CTSH 21.03..../  DE000SY1VND0  /

EUWAX
10/18/2024  9:45:19 AM Chg.-0.01 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
2.08EUR -0.48% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 55.00 USD 3/21/2025 Call
 

Master data

WKN: SY1VND
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 3/21/2025
Issue date: 6/17/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.26
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 2.10
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 2.10
Time value: 0.10
Break-even: 72.79
Moneyness: 1.41
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 3.12
Rho: 0.20
 

Quote data

Open: 2.08
High: 2.08
Low: 2.08
Previous Close: 2.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.97%
1 Month  
+11.23%
3 Months  
+6.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.09 1.92
1M High / 1M Low: 2.14 1.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.03
Avg. volume 1W:   0.00
Avg. price 1M:   1.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -