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Soc. Generale Call 65 CTSH 20.12..../  DE000SU2S888  /

Frankfurt Zert./SG
05/07/2024  21:47:15 Chg.+0.050 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.680EUR +7.94% 0.680
Bid Size: 6,000		 0.690
Ask Size: 6,000		 Cognizant Technology... 65.00 USD 20/12/2024 Call
 

Master data

WKN: SU2S88
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 20/12/2024
Issue date: 27/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.09
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.28
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 0.28
Time value: 0.41
Break-even: 66.87
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.66
Theta: -0.02
Omega: 6.00
Rho: 0.16
 

Quote data

Open: 0.610
High: 0.680
Low: 0.610
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month  
+13.33%
3 Months
  -35.24%
YTD
  -53.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.630
1M High / 1M Low: 0.770 0.500
6M High / 6M Low: 1.770 0.500
High (YTD): 23/02/2024 1.770
Low (YTD): 14/06/2024 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   1.092
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.08%
Volatility 6M:   109.23%
Volatility 1Y:   -
Volatility 3Y:   -