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Soc. Generale Call 70 CTSH 20.12..../  DE000SV455Y0  /

Frankfurt Zert./SG
09/10/2024  16:04:45 Chg.+0.010 Bid16:04:52 Ask16:04:52 Underlying Strike price Expiration date Option type
0.780EUR +1.30% 0.780
Bid Size: 80,000		 0.790
Ask Size: 80,000		 Cognizant Technology... 70.00 USD 20/12/2024 Call
 

Master data

WKN: SV455Y
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.01
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.56
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 0.56
Time value: 0.21
Break-even: 71.48
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.75
Theta: -0.03
Omega: 6.75
Rho: 0.09
 

Quote data

Open: 0.670
High: 0.800
Low: 0.640
Previous Close: 0.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month
  -3.70%
3 Months  
+105.26%
YTD
  -33.33%
1 Year
  -16.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.760
1M High / 1M Low: 0.890 0.710
6M High / 6M Low: 0.900 0.310
High (YTD): 23/02/2024 1.420
Low (YTD): 14/06/2024 0.310
52W High: 23/02/2024 1.420
52W Low: 14/06/2024 0.310
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.784
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   0.816
Avg. volume 1Y:   0.000
Volatility 1M:   101.90%
Volatility 6M:   145.53%
Volatility 1Y:   120.77%
Volatility 3Y:   -