OverviewChartNewsTraderScreen

Soc. Generale Call 80 CTSH 17.01..../  DE000SQ86VD2  /

EUWAX
14/11/2024  08:56:43 Chg.+0.020 Bid20:00:35 Ask20:00:35 Underlying Strike price Expiration date Option type
0.380EUR +5.56% 0.370
Bid Size: 100,000		 0.380
Ask Size: 100,000		 Cognizant Technology... 80.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86VD
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 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: 16.94
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.22
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.22
Time value: 0.24
Break-even: 80.32
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.65
Theta: -0.03
Omega: 11.00
Rho: 0.08
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.74%
1 Month  
+65.22%
3 Months  
+35.71%
YTD
  -46.48%
1 Year
  -9.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.360 0.075
6M High / 6M Low: 0.430 0.075
High (YTD): 26/02/2024 0.840
Low (YTD): 06/11/2024 0.075
52W High: 26/02/2024 0.840
52W Low: 06/11/2024 0.075
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.405
Avg. volume 1Y:   0.000
Volatility 1M:   916.47%
Volatility 6M:   412.10%
Volatility 1Y:   303.92%
Volatility 3Y:   -