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Soc. Generale Call 65 CTSH 20.09..../  DE000SW1YT33  /

Frankfurt Zert./SG
7/16/2024  11:03:11 AM Chg.-0.070 Bid11:30:48 AM Ask11:30:48 AM Underlying Strike price Expiration date Option type
0.760EUR -8.43% 0.760
Bid Size: 5,000		 0.890
Ask Size: 5,000		 Cognizant Technology... 65.00 USD 9/20/2024 Call
 

Master data

WKN: SW1YT3
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.01
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.68
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.68
Time value: 0.15
Break-even: 67.94
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.81
Theta: -0.02
Omega: 6.46
Rho: 0.08
 

Quote data

Open: 0.740
High: 0.760
Low: 0.730
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+65.22%
1 Month  
+137.50%
3 Months  
+7.04%
YTD
  -43.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.460
1M High / 1M Low: 0.830 0.370
6M High / 6M Low: 1.650 0.320
High (YTD): 2/23/2024 1.650
Low (YTD): 6/14/2024 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.544
Avg. volume 1M:   0.000
Avg. price 6M:   0.910
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.23%
Volatility 6M:   154.50%
Volatility 1Y:   -
Volatility 3Y:   -