Soc. Generale Call 85 CTSH 20.12.2024
/ DE000SU2S896
Soc. Generale Call 85 CTSH 20.12..../ DE000SU2S896 /
| 10/9/2024 4:28:16 PM |
Chg.0.000 |
Bid10/9/2024 |
Ask10/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.120
Bid Size: 175,000 |
0.130
Ask Size: 175,000 |
Cognizant Technology... |
85.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2S89 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-0.81 |
| Time value: |
0.12 |
| Break-even: |
78.64 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
13.70 |
| Rho: |
0.03 |
Quote data
| Open: |
0.092 |
| High: |
0.120 |
| Low: |
0.082 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-75.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.120 |
| 1M High / 1M Low: |
0.160 |
0.100 |
| 6M High / 6M Low: |
0.270 |
0.086 |
| High (YTD): |
2/23/2024 |
0.630 |
| Low (YTD): |
6/13/2024 |
0.086 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.72% |
| Volatility 6M: |
|
186.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
