Soc. Generale Call 70 CTSH 16.01..../  DE000SW8QWG1  /

EUWAX
01/08/2024  09:24:41 Chg.-0.19 Bid13:00:17 Ask13:00:17 Underlying Strike price Expiration date Option type
1.26EUR -13.10% 1.33
Bid Size: 5,000
1.57
Ask Size: 5,000
Cognizant Technology... 70.00 USD 16/01/2026 Call
 

Master data

WKN: SW8QWG
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 16/01/2026
Issue date: 08/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 0.52
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.52
Time value: 0.91
Break-even: 78.97
Moneyness: 1.08
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.71
Theta: -0.01
Omega: 3.45
Rho: 0.51
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+31.25%
3 Months  
+31.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.19
1M High / 1M Low: 1.45 0.86
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -