Soc. Generale Call 80 CTSH 20.12.2024
/ DE000SV455Z7
Soc. Generale Call 80 CTSH 20.12..../ DE000SV455Z7 /
8/14/2024 9:35:51 PM |
Chg.-0.010 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-3.85% |
0.250 Bid Size: 10,000 |
0.260 Ask Size: 10,000 |
Cognizant Technology... |
80.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
5/9/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-0.52 |
Time value: |
0.27 |
Break-even: |
75.45 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
0.38 |
Theta: |
-0.02 |
Omega: |
9.59 |
Rho: |
0.08 |
Quote data
Open: |
0.220 |
High: |
0.260 |
Low: |
0.220 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.41% |
1 Month |
|
|
-3.85% |
3 Months |
|
|
+25.00% |
YTD |
|
|
-62.69% |
1 Year |
|
|
-63.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.240 |
1M High / 1M Low: |
0.400 |
0.240 |
6M High / 6M Low: |
0.850 |
0.130 |
High (YTD): |
2/23/2024 |
0.850 |
Low (YTD): |
6/19/2024 |
0.130 |
52W High: |
2/23/2024 |
0.850 |
52W Low: |
6/19/2024 |
0.130 |
Avg. price 1W: |
|
0.264 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.343 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.457 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
166.55% |
Volatility 6M: |
|
169.58% |
Volatility 1Y: |
|
139.75% |
Volatility 3Y: |
|
- |