Soc. Generale Call 75 CTSH 17.01.2025
/ DE000SQ86VC4
Soc. Generale Call 75 CTSH 17.01..../ DE000SQ86VC4 /
14/08/2024 21:43:51 |
Chg.-0.010 |
Bid21:58:37 |
Ask21:58:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-2.00% |
0.490 Bid Size: 8,000 |
0.500 Ask Size: 8,000 |
Cognizant Technology... |
75.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SQ86VC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cognizant Technology Solutions Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
16/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-0.07 |
Time value: |
0.51 |
Break-even: |
73.31 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
0.55 |
Theta: |
-0.02 |
Omega: |
7.27 |
Rho: |
0.14 |
Quote data
Open: |
0.450 |
High: |
0.500 |
Low: |
0.430 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.00% |
1 Month |
|
|
+6.52% |
3 Months |
|
|
+36.11% |
YTD |
|
|
-48.42% |
1 Year |
|
|
-45.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.470 |
1M High / 1M Low: |
0.670 |
0.470 |
6M High / 6M Low: |
1.160 |
0.220 |
High (YTD): |
23/02/2024 |
1.160 |
Low (YTD): |
14/06/2024 |
0.220 |
52W High: |
23/02/2024 |
1.160 |
52W Low: |
14/06/2024 |
0.220 |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.552 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.544 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.673 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
146.73% |
Volatility 6M: |
|
148.84% |
Volatility 1Y: |
|
123.08% |
Volatility 3Y: |
|
- |