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Soc. Generale Call 65 CTSH 17.01..../  DE000SQ86VA8  /

EUWAX
15/07/2024  08:56:26 Chg.- Bid08:42:09 Ask08:42:09 Underlying Strike price Expiration date Option type
0.890EUR - 0.940
Bid Size: 6,000		 1.090
Ask Size: 6,000		 Cognizant Technology... 65.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86VA
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.45
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.68
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.68
Time value: 0.35
Break-even: 69.94
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.98%
Delta: 0.75
Theta: -0.02
Omega: 4.86
Rho: 0.20
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.06%
1 Month  
+71.15%
3 Months  
+3.49%
YTD
  -40.67%
1 Year
  -24.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.610
1M High / 1M Low: 0.890 0.510
6M High / 6M Low: 1.720 0.510
High (YTD): 26/02/2024 1.720
Low (YTD): 17/06/2024 0.510
52W High: 26/02/2024 1.720
52W Low: 17/06/2024 0.510
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.686
Avg. volume 1M:   0.000
Avg. price 6M:   1.063
Avg. volume 6M:   0.000
Avg. price 1Y:   1.148
Avg. volume 1Y:   0.000
Volatility 1M:   152.08%
Volatility 6M:   113.80%
Volatility 1Y:   100.81%
Volatility 3Y:   -