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Soc. Generale Call 60 CTSH 21.03..../  DE000SW3PR75  /

Frankfurt Zert./SG
11/12/2024  11:01:42 AM Chg.-0.030 Bid11:28:39 AM Ask- Underlying Strike price Expiration date Option type
2.060EUR -1.44% 2.060
Bid Size: 3,000		 -
Ask Size: -		 Cognizant Technology... 60.00 USD 3/21/2025 Call
 

Master data

WKN: SW3PR7
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.66
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 2.02
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 2.02
Time value: 0.07
Break-even: 77.17
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 3.57
Rho: 0.19
 

Quote data

Open: 2.000
High: 2.060
Low: 2.000
Previous Close: 2.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+35.53%
1 Month  
+27.95%
3 Months  
+38.26%
YTD  
+8.42%
1 Year  
+59.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.520
1M High / 1M Low: 2.090 1.360
6M High / 6M Low: 2.090 0.910
High (YTD): 2/23/2024 2.230
Low (YTD): 6/14/2024 0.910
52W High: 2/23/2024 2.230
52W Low: 6/14/2024 0.910
Avg. price 1W:   1.902
Avg. volume 1W:   0.000
Avg. price 1M:   1.671
Avg. volume 1M:   0.000
Avg. price 6M:   1.467
Avg. volume 6M:   0.000
Avg. price 1Y:   1.583
Avg. volume 1Y:   0.000
Volatility 1M:   109.87%
Volatility 6M:   93.30%
Volatility 1Y:   78.68%
Volatility 3Y:   -