Soc. Generale Call 60 CTSH 19.12.2025
/ DE000SY0Y5Q3
Soc. Generale Call 60 CTSH 19.12..../ DE000SY0Y5Q3 /
18/10/2024 21:47:34 |
Chg.-0.010 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
2.070EUR |
-0.48% |
2.080 Bid Size: 4,000 |
2.090 Ask Size: 4,000 |
Cognizant Technology... |
60.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
SY0Y5Q |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cognizant Technology Solutions Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
28/05/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.89 |
Intrinsic value: |
1.66 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
1.66 |
Time value: |
0.43 |
Break-even: |
76.11 |
Moneyness: |
1.30 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.48% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
2.91 |
Rho: |
0.47 |
Quote data
Open: |
1.980 |
High: |
2.080 |
Low: |
1.970 |
Previous Close: |
2.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.38% |
1 Month |
|
|
+15.00% |
3 Months |
|
|
+9.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.080 |
1.980 |
1M High / 1M Low: |
2.080 |
1.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.928 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |