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

Frankfurt Zert./SG
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:   -