Soc. Generale Call 90 CTSH 17.01.2025
/ DE000SW22UP1
Soc. Generale Call 90 CTSH 17.01..../ DE000SW22UP1 /
9/6/2024 4:28:05 PM |
Chg.0.000 |
Bid5:02:14 PM |
Ask5:02:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
0.120 Bid Size: 200,000 |
0.130 Ask Size: 200,000 |
Cognizant Technology... |
90.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
SW22UP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cognizant Technology Solutions Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
9/4/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
53.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-1.19 |
Time value: |
0.13 |
Break-even: |
82.30 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.01 |
Spread %: |
8.33% |
Delta: |
0.21 |
Theta: |
-0.01 |
Omega: |
11.38 |
Rho: |
0.05 |
Quote data
Open: |
0.100 |
High: |
0.130 |
Low: |
0.096 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
+41.18% |
YTD |
|
|
-69.23% |
1 Year |
|
|
-71.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.110 |
1M High / 1M Low: |
0.140 |
0.100 |
6M High / 6M Low: |
0.430 |
0.071 |
High (YTD): |
3/4/2024 |
0.490 |
Low (YTD): |
6/19/2024 |
0.071 |
52W High: |
3/4/2024 |
0.490 |
52W Low: |
6/19/2024 |
0.071 |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.155 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.244 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
137.58% |
Volatility 6M: |
|
171.36% |
Volatility 1Y: |
|
152.54% |
Volatility 3Y: |
|
- |