Soc. Generale Call 75 CTSH 21.03.2025
/ DE000SW7LFH7
Soc. Generale Call 75 CTSH 21.03..../ DE000SW7LFH7 /
09/10/2024 15:26:29 |
Chg.-0.080 |
Bid15:46:34 |
Ask15:46:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-12.70% |
0.650 Bid Size: 100,000 |
0.660 Ask Size: 100,000 |
Cognizant Technology... |
75.00 USD |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
12/03/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
0.10 |
Time value: |
0.53 |
Break-even: |
74.63 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
0.60 |
Theta: |
-0.02 |
Omega: |
6.59 |
Rho: |
0.16 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.530 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-19.12% |
3 Months |
|
|
+52.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.620 |
1M High / 1M Low: |
0.740 |
0.580 |
6M High / 6M Low: |
0.790 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.644 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.643 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.556 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.52% |
Volatility 6M: |
|
126.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |