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Soc. Generale Call 90 CTSH 20.12..../  DE000SW22UN6  /

Frankfurt Zert./SG
2024-07-30  9:44:42 PM Chg.+0.010 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.160
Bid Size: 10,000		 0.170
Ask Size: 10,000		 Cognizant Technology... 90.00 USD 2024-12-20 Call
 

Master data

WKN: SW22UN
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.06
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -1.43
Time value: 0.16
Break-even: 84.79
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.22
Theta: -0.02
Omega: 9.53
Rho: 0.05
 

Quote data

Open: 0.130
High: 0.170
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+88.24%
3 Months  
+45.45%
YTD
  -54.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.160 0.068
6M High / 6M Low: 0.450 0.062
High (YTD): 2024-02-23 0.450
Low (YTD): 2024-06-19 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.59%
Volatility 6M:   174.60%
Volatility 1Y:   -
Volatility 3Y:   -