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

Frankfurt Zert./SG
15/08/2024  10:10:58 Chg.+0.010 Bid10:54:53 Ask- Underlying Strike price Expiration date Option type
1.790EUR +0.56% 1.890
Bid Size: 5,000
-
Ask Size: -
Cognizant Technology... 55.00 USD 21/03/2025 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: 21/03/2025
Issue date: 17/06/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.87
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 1.87
Time value: 0.15
Break-even: 70.33
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 3.19
Rho: 0.26
 

Quote data

Open: 1.790
High: 1.790
Low: 1.790
Previous Close: 1.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.21%
1 Month
  -7.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.950 1.780
1M High / 1M Low: 2.130 1.780
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.864
Avg. volume 1W:   0.000
Avg. price 1M:   1.955
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -