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

EUWAX
2024-07-30  8:26:40 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.740EUR -1.33% -
Bid Size: -		 -
Ask Size: -		 Cognizant Technology... 70.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.42
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 0.42
Time value: 0.40
Break-even: 72.90
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.69
Theta: -0.02
Omega: 5.77
Rho: 0.15
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+85.00%
3 Months  
+60.87%
YTD
  -35.65%
1 Year
  -5.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.630
1M High / 1M Low: 0.880 0.340
6M High / 6M Low: 1.320 0.280
High (YTD): 2024-02-26 1.320
Low (YTD): 2024-06-17 0.280
52W High: 2024-02-26 1.320
52W Low: 2024-06-17 0.280
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   0.708
Avg. volume 6M:   0.000
Avg. price 1Y:   0.839
Avg. volume 1Y:   0.000
Volatility 1M:   194.01%
Volatility 6M:   144.29%
Volatility 1Y:   124.71%
Volatility 3Y:   -