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: |
|
- |