Soc. Generale Call 70 CTSH 21.03.2025
/ DE000SW3PR83
Soc. Generale Call 70 CTSH 21.03..../ DE000SW3PR83 /
06/09/2024 14:28:36 |
Chg.-0.100 |
Bid14:34:50 |
Ask14:34:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-10.10% |
0.890 Bid Size: 6,000 |
1.010 Ask Size: 6,000 |
Cognizant Technology... |
70.00 USD |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
19/09/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.30 |
Historic volatility: |
0.17 |
Parity: |
0.61 |
Time value: |
0.39 |
Break-even: |
73.00 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.01% |
Delta: |
0.73 |
Theta: |
-0.02 |
Omega: |
5.06 |
Rho: |
0.22 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.880 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.24% |
1 Month |
|
|
+2.30% |
3 Months |
|
|
+61.82% |
YTD |
|
|
-31.01% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.980 |
1M High / 1M Low: |
1.050 |
0.830 |
6M High / 6M Low: |
1.360 |
0.440 |
High (YTD): |
23/02/2024 |
1.560 |
Low (YTD): |
14/06/2024 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.955 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.810 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.70% |
Volatility 6M: |
|
112.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |