Soc. Generale Call 65 CTSH 20.09.2024
/ DE000SW1YT33
Soc. Generale Call 65 CTSH 20.09..../ DE000SW1YT33 /
8/14/2024 10:15:05 AM |
Chg.-0.140 |
Bid9:59:25 PM |
Ask4:50:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-15.73% |
0.890 Bid Size: 5,000 |
- Ask Size: - |
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: |
7.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.35 |
Historic volatility: |
0.17 |
Parity: |
0.84 |
Time value: |
0.06 |
Break-even: |
68.11 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.12% |
Delta: |
0.90 |
Theta: |
-0.02 |
Omega: |
6.78 |
Rho: |
0.05 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.750 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
-3.85% |
3 Months |
|
|
+36.36% |
YTD |
|
|
-44.44% |
1 Year |
|
|
-40.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.830 |
1M High / 1M Low: |
1.090 |
0.750 |
6M High / 6M Low: |
1.650 |
0.320 |
High (YTD): |
2/23/2024 |
1.650 |
Low (YTD): |
6/14/2024 |
0.320 |
52W High: |
2/23/2024 |
1.650 |
52W Low: |
6/14/2024 |
0.320 |
Avg. price 1W: |
|
0.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.930 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.827 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.988 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
145.17% |
Volatility 6M: |
|
162.11% |
Volatility 1Y: |
|
127.35% |
Volatility 3Y: |
|
- |