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

EUWAX
2024-07-05  9:45:45 AM Chg.-0.040 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.450EUR -8.16% -
Bid Size: -		 -
Ask Size: -		 Cognizant Technology... 65.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.84
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.28
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.28
Time value: 0.25
Break-even: 65.27
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.67
Theta: -0.02
Omega: 7.94
Rho: 0.08
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+12.50%
3 Months
  -45.12%
YTD
  -66.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.440
1M High / 1M Low: 0.560 0.270
6M High / 6M Low: 1.540 0.270
High (YTD): 2024-02-26 1.540
Low (YTD): 2024-06-17 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.436
Avg. volume 1M:   0.000
Avg. price 6M:   0.897
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.13%
Volatility 6M:   156.15%
Volatility 1Y:   -
Volatility 3Y:   -