Soc. Generale Call 70 CTSH 17.01.2025
/ DE000SQ86VB6
Soc. Generale Call 70 CTSH 17.01..../ DE000SQ86VB6 /
| 2024-07-30 9:40:30 PM |
Chg.+0.070 |
Bid9:58:39 PM |
Ask9:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+7.95% |
0.950
Bid Size: 6,000 |
0.960
Ask Size: 6,000 |
Cognizant Technology... |
70.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SQ86VB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.46 |
| Break-even: |
73.50 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
5.34 |
| Rho: |
0.18 |
Quote data
| Open: |
0.800 |
| High: |
0.950 |
| Low: |
0.800 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.85% |
| 1 Month |
|
|
+86.27% |
| 3 Months |
|
|
+82.69% |
| YTD |
|
|
-22.13% |
| 1 Year |
|
|
+18.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.750 |
| 1M High / 1M Low: |
0.960 |
0.430 |
| 6M High / 6M Low: |
1.470 |
0.360 |
| High (YTD): |
2024-02-23 |
1.470 |
| Low (YTD): |
2024-06-14 |
0.360 |
| 52W High: |
2024-02-23 |
1.470 |
| 52W Low: |
2024-06-14 |
0.360 |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.808 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.907 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
160.13% |
| Volatility 6M: |
|
126.60% |
| Volatility 1Y: |
|
109.47% |
| Volatility 3Y: |
|
- |
