Soc. Generale Call 70 CTSH 21.03.2025
/ DE000SW3PR83
Soc. Generale Call 70 CTSH 21.03..../ DE000SW3PR83 /
| 7/30/2024 9:47:03 PM |
Chg.+0.080 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+8.16% |
1.060
Bid Size: 6,000 |
1.070
Ask Size: 6,000 |
Cognizant Technology... |
70.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW3PR8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/19/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.56 |
| Break-even: |
74.50 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
4.78 |
| Rho: |
0.24 |
Quote data
| Open: |
0.910 |
| High: |
1.060 |
| Low: |
0.910 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.22% |
| 1 Month |
|
|
+73.77% |
| 3 Months |
|
|
+70.97% |
| YTD |
|
|
-17.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.840 |
| 1M High / 1M Low: |
1.050 |
0.530 |
| 6M High / 6M Low: |
1.560 |
0.440 |
| High (YTD): |
2/23/2024 |
1.560 |
| Low (YTD): |
6/14/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.900 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.18% |
| Volatility 6M: |
|
112.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
