Soc. Generale Call 75 CTSH 21.03.2025
/ DE000SW7LFH7
Soc. Generale Call 75 CTSH 21.03..../ DE000SW7LFH7 /
| 2024-11-12 9:44:46 PM |
Chg.+0.020 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+2.27% |
0.910
Bid Size: 5,000 |
0.920
Ask Size: 5,000 |
Cognizant Technology... |
75.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW7LFH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.61 |
| Time value: |
0.29 |
| Break-even: |
79.34 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
6.30 |
| Rho: |
0.17 |
Quote data
| Open: |
0.810 |
| High: |
0.900 |
| Low: |
0.800 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.47% |
| 1 Month |
|
|
+47.54% |
| 3 Months |
|
|
+52.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.510 |
| 1M High / 1M Low: |
0.880 |
0.430 |
| 6M High / 6M Low: |
0.880 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.575 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.10% |
| Volatility 6M: |
|
147.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
