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Soc. Generale Call 80 CTSH 21.03..../  DE000SW3PR91  /

EUWAX
11/12/2024  8:29:40 AM Chg.+0.030 Bid10:20:04 AM Ask10:20:04 AM Underlying Strike price Expiration date Option type
0.510EUR +6.25% 0.550
Bid Size: 6,000		 0.660
Ask Size: 6,000		 Cognizant Technology... 80.00 USD 3/21/2025 Call
 

Master data

WKN: SW3PR9
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.95
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.14
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.14
Time value: 0.45
Break-even: 80.93
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.61
Theta: -0.02
Omega: 7.84
Rho: 0.14
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+88.89%
1 Month  
+75.86%
3 Months  
+24.39%
YTD
  -35.44%
1 Year  
+13.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.210
1M High / 1M Low: 0.530 0.210
6M High / 6M Low: 0.540 0.190
High (YTD): 2/26/2024 0.920
Low (YTD): 6/17/2024 0.190
52W High: 2/26/2024 0.920
52W Low: 6/17/2024 0.190
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   0.000
Avg. price 1Y:   0.495
Avg. volume 1Y:   0.000
Volatility 1M:   408.25%
Volatility 6M:   219.59%
Volatility 1Y:   174.40%
Volatility 3Y:   -