Soc. Generale Call 75 CTSH 17.01.2025
/ DE000SQ86VC4
Soc. Generale Call 75 CTSH 17.01..../ DE000SQ86VC4 /
18/10/2024 08:57:49 |
Chg.-0.010 |
Bid10:15:16 |
Ask10:15:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-1.96% |
0.510 Bid Size: 5,900 |
0.630 Ask Size: 5,900 |
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: |
12.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
0.25 |
Time value: |
0.34 |
Break-even: |
75.16 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
0.64 |
Theta: |
-0.03 |
Omega: |
7.83 |
Rho: |
0.10 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.14% |
1 Month |
|
|
+6.38% |
3 Months |
|
|
-3.85% |
YTD |
|
|
-46.24% |
1 Year |
|
|
-23.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.370 |
1M High / 1M Low: |
0.510 |
0.370 |
6M High / 6M Low: |
0.630 |
0.200 |
High (YTD): |
26/02/2024 |
1.090 |
Low (YTD): |
17/06/2024 |
0.200 |
52W High: |
26/02/2024 |
1.090 |
52W Low: |
17/06/2024 |
0.200 |
Avg. price 1W: |
|
0.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.445 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.401 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.590 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
131.27% |
Volatility 6M: |
|
163.07% |
Volatility 1Y: |
|
141.65% |
Volatility 3Y: |
|
- |