OverviewChartNewsTraderScreen

Soc. Generale Call 60 CTSH 20.12..../  DE000SV455X2  /

EUWAX
09/10/2024  08:28:46 Chg.-0.08 Bid17:46:56 Ask17:46:56 Underlying Strike price Expiration date Option type
1.43EUR -5.30% 1.61
Bid Size: 70,000		 -
Ask Size: -		 Cognizant Technology... 60.00 USD 20/12/2024 Call
 

Master data

WKN: SV455X
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.50
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.47
Implied volatility: 0.38
Historic volatility: 0.18
Parity: 1.47
Time value: 0.07
Break-even: 70.07
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 4.22
Rho: 0.10
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.70%
1 Month  
+2.88%
3 Months  
+58.89%
YTD
  -20.11%
1 Year
  -0.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.42
1M High / 1M Low: 1.56 1.29
6M High / 6M Low: 1.56 0.71
High (YTD): 26/02/2024 1.99
Low (YTD): 17/06/2024 0.71
52W High: 26/02/2024 1.99
52W Low: 17/06/2024 0.71
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.17
Avg. volume 6M:   0.00
Avg. price 1Y:   1.38
Avg. volume 1Y:   0.00
Volatility 1M:   64.83%
Volatility 6M:   103.57%
Volatility 1Y:   93.78%
Volatility 3Y:   -