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

Frankfurt Zert./SG
06/09/2024  21:38:06 Chg.-0.060 Bid21:58:06 Ask21:58:06 Underlying Strike price Expiration date Option type
1.180EUR -4.84% 1.190
Bid Size: 5,000		 1.200
Ask Size: 5,000		 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: 5.48
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.06
Implied volatility: 0.33
Historic volatility: 0.17
Parity: 1.06
Time value: 0.20
Break-even: 71.10
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.80%
Delta: 0.84
Theta: -0.02
Omega: 4.61
Rho: 0.17
 

Quote data

Open: 1.160
High: 1.310
Low: 1.120
Previous Close: 1.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.28%
1 Month  
+9.26%
3 Months  
+78.79%
YTD
  -21.85%
1 Year
  -16.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 1.180
1M High / 1M Low: 1.330 1.030
6M High / 6M Low: 1.590 0.560
High (YTD): 23/02/2024 1.810
Low (YTD): 14/06/2024 0.560
52W High: 23/02/2024 1.810
52W Low: 14/06/2024 0.560
Avg. price 1W:   1.238
Avg. volume 1W:   0.000
Avg. price 1M:   1.186
Avg. volume 1M:   0.000
Avg. price 6M:   0.985
Avg. volume 6M:   0.000
Avg. price 1Y:   1.160
Avg. volume 1Y:   0.000
Volatility 1M:   66.24%
Volatility 6M:   108.39%
Volatility 1Y:   91.65%
Volatility 3Y:   -