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Soc. Generale Call 75 CTSH 20.12..../  DE000SU2TG87  /

Frankfurt Zert./SG
11/12/2024  9:37:19 PM Chg.+0.020 Bid8:00:00 AM Ask8:00:00 AM Underlying Strike price Expiration date Option type
0.690EUR +2.99% 0.610
Bid Size: 5,000		 0.790
Ask Size: 5,000		 Cognizant Technology... 75.00 USD 12/20/2024 Call
 

Master data

WKN: SU2TG8
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 12/20/2024
Issue date: 11/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.08
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.61
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.61
Time value: 0.08
Break-even: 77.24
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.84
Theta: -0.03
Omega: 9.35
Rho: 0.06
 

Quote data

Open: 0.590
High: 0.700
Low: 0.590
Previous Close: 0.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month  
+56.82%
3 Months  
+56.82%
YTD
  -23.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.510
1M High / 1M Low: 0.690 0.220
6M High / 6M Low: 0.690 0.190
High (YTD): 2/23/2024 1.070
Low (YTD): 6/14/2024 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   0.409
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   342.45%
Volatility 6M:   213.58%
Volatility 1Y:   -
Volatility 3Y:   -