Soc. Generale Call 65 CTSH 17.01.2025
/ DE000SQ86VA8
Soc. Generale Call 65 CTSH 17.01..../ DE000SQ86VA8 /
| 14/08/2024 08:55:57 |
Chg.+0.050 |
Bid21:15:01 |
Ask21:15:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+5.15% |
1.090
Bid Size: 90,000 |
1.100
Ask Size: 90,000 |
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: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.84 |
| Time value: |
0.27 |
| Break-even: |
70.21 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
4.84 |
| Rho: |
0.18 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
+25.93% |
| 3 Months |
|
|
+39.73% |
| YTD |
|
|
-32.00% |
| 1 Year |
|
|
-25.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.970 |
| 1M High / 1M Low: |
1.250 |
0.820 |
| 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: |
|
1.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.978 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.136 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
165.94% |
| Volatility 6M: |
|
124.57% |
| Volatility 1Y: |
|
105.98% |
| Volatility 3Y: |
|
- |
