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Soc. Generale Call 70 CTSH 20.06..../  DE000SU2YNA2  /

Frankfurt Zert./SG
09/10/2024  20:55:56 Chg.+0.040 Bid21:18:43 Ask21:18:43 Underlying Strike price Expiration date Option type
1.120EUR +3.70% 1.130
Bid Size: 90,000		 1.140
Ask Size: 90,000		 Cognizant Technology... 70.00 USD 20/06/2025 Call
 

Master data

WKN: SU2YNA
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/06/2025
Issue date: 29/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.42
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.56
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.56
Time value: 0.52
Break-even: 74.58
Moneyness: 1.09
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.71
Theta: -0.02
Omega: 4.54
Rho: 0.27
 

Quote data

Open: 0.990
High: 1.130
Low: 0.960
Previous Close: 1.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.82%
1 Month  
+0.90%
3 Months  
+69.70%
YTD
  -20.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.070
1M High / 1M Low: 1.190 0.990
6M High / 6M Low: 1.200 0.560
High (YTD): 23/02/2024 1.670
Low (YTD): 14/06/2024 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   1.094
Avg. volume 1W:   0.000
Avg. price 1M:   1.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.919
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.24%
Volatility 6M:   94.90%
Volatility 1Y:   -
Volatility 3Y:   -