Soc. Generale Call 85 CTSH 20.12.2024
/ DE000SU2S896
Soc. Generale Call 85 CTSH 20.12..../ DE000SU2S896 /
7/31/2024 12:05:39 PM |
Chg.0.000 |
Bid7/31/2024 |
Ask7/31/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
0.00% |
0.250 Bid Size: 10,000 |
0.310 Ask Size: 10,000 |
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: |
28.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-0.85 |
Time value: |
0.25 |
Break-even: |
81.09 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.33 |
Theta: |
-0.02 |
Omega: |
9.13 |
Rho: |
0.08 |
Quote data
Open: |
0.230 |
High: |
0.250 |
Low: |
0.230 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+38.89% |
1 Month |
|
|
+108.33% |
3 Months |
|
|
+56.25% |
YTD |
|
|
-48.98% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.180 |
1M High / 1M Low: |
0.250 |
0.090 |
6M High / 6M Low: |
0.630 |
0.086 |
High (YTD): |
2/23/2024 |
0.630 |
Low (YTD): |
6/13/2024 |
0.086 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.216 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.166 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.264 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.28% |
Volatility 6M: |
|
177.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |