OverviewChartNewsTraderScreen

Soc. Generale Call 70 CTSH 21.03..../  DE000SW3PR83  /

Frankfurt Zert./SG
8/15/2024  9:49:28 PM Chg.+0.080 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.950EUR +9.20% 0.940
Bid Size: 6,000		 0.950
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: 7.59
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.40
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.40
Time value: 0.49
Break-even: 72.47
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.68
Theta: -0.02
Omega: 5.19
Rho: 0.22
 

Quote data

Open: 0.800
High: 0.950
Low: 0.800
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month  
+15.85%
3 Months  
+35.71%
YTD
  -26.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.830
1M High / 1M Low: 1.060 0.810
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:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.924
Avg. volume 1M:   0.000
Avg. price 6M:   0.857
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.97%
Volatility 6M:   114.44%
Volatility 1Y:   -
Volatility 3Y:   -