Soc. Generale Call 65 CTSH 17.01.2025
/ DE000SQ86VA8
Soc. Generale Call 65 CTSH 17.01..../ DE000SQ86VA8 /
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: |
|
- |