Soc. Generale Call 75 CTSH 20.09.2024
/ DE000SW1YT41
Soc. Generale Call 75 CTSH 20.09..../ DE000SW1YT41 /
8/14/2024 9:47:33 AM |
Chg.+0.010 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
0.180 Bid Size: 10,000 |
0.190 Ask Size: 10,000 |
Cognizant Technology... |
75.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SW1YT4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cognizant Technology Solutions Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
8/7/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-0.07 |
Time value: |
0.20 |
Break-even: |
70.21 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
0.49 |
Theta: |
-0.03 |
Omega: |
16.42 |
Rho: |
0.03 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.130 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
-17.65% |
3 Months |
|
|
+7.69% |
YTD |
|
|
-81.08% |
1 Year |
|
|
-81.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
0.390 |
0.100 |
6M High / 6M Low: |
0.880 |
0.074 |
High (YTD): |
2/26/2024 |
0.880 |
Low (YTD): |
6/17/2024 |
0.074 |
52W High: |
2/26/2024 |
0.880 |
52W Low: |
6/17/2024 |
0.074 |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.306 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.471 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
468.63% |
Volatility 6M: |
|
266.98% |
Volatility 1Y: |
|
211.00% |
Volatility 3Y: |
|
- |