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Soc. Generale Call 80 CTSH 20.12..../  DE000SV455Z7  /

Frankfurt Zert./SG
16/07/2024  11:08:28 Chg.-0.040 Bid16/07/2024 Ask16/07/2024 Underlying Strike price Expiration date Option type
0.230EUR -14.81% 0.230
Bid Size: 10,000		 0.290
Ask Size: 10,000		 Cognizant Technology... 80.00 USD 20/12/2024 Call
 

Master data

WKN: SV455Z
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.61
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.69
Time value: 0.27
Break-even: 76.11
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.36
Theta: -0.02
Omega: 8.82
Rho: 0.09
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+64.29%
1 Month  
+76.92%
3 Months
  -23.33%
YTD
  -65.67%
1 Year
  -59.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.140
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: 0.850 0.130
High (YTD): 23/02/2024 0.850
Low (YTD): 19/06/2024 0.130
52W High: 23/02/2024 0.850
52W Low: 19/06/2024 0.130
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.409
Avg. volume 6M:   0.000
Avg. price 1Y:   0.478
Avg. volume 1Y:   0.000
Volatility 1M:   278.68%
Volatility 6M:   160.95%
Volatility 1Y:   141.22%
Volatility 3Y:   -