Soc. Generale Call 60 CTSH 20.06..../  DE000SW97R72  /

EUWAX
2024-11-12  9:28:46 AM Chg.+0.12 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.10EUR +6.06% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 60.00 USD 2025-06-20 Call
 

Master data

WKN: SW97R7
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-06-20
Issue date: 2024-05-10
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.02
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 2.02
Time value: 0.16
Break-even: 78.07
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 3.27
Rho: 0.30
 

Quote data

Open: 2.10
High: 2.10
Low: 2.10
Previous Close: 1.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.48%
1 Month  
+25.00%
3 Months  
+29.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.07 1.52
1M High / 1M Low: 2.07 1.51
6M High / 6M Low: 2.07 0.96
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.82
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.50
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.54%
Volatility 6M:   93.00%
Volatility 1Y:   -
Volatility 3Y:   -