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Soc. Generale Call 50 CTSH 20.09..../  DE000SV194J6  /

EUWAX
2024-06-06  9:47:36 AM Chg.0.00 Bid7:19:51 PM Ask7:19:51 PM Underlying Strike price Expiration date Option type
1.34EUR 0.00% 1.53
Bid Size: 80,000		 -
Ask Size: -		 Cognizant Technology... 50.00 USD 2024-09-20 Call
 

Master data

WKN: SV194J
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2024-09-20
Issue date: 2023-03-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.96
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.43
Implied volatility: 0.39
Historic volatility: 0.18
Parity: 1.43
Time value: 0.09
Break-even: 61.18
Moneyness: 1.31
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 3.68
Rho: 0.12
 

Quote data

Open: 1.34
High: 1.34
Low: 1.34
Previous Close: 1.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.60%
1 Month
  -2.90%
3 Months
  -45.08%
YTD
  -45.08%
1 Year
  -17.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.51 1.28
1M High / 1M Low: 1.77 1.28
6M High / 6M Low: 2.71 1.28
High (YTD): 2024-01-25 2.71
Low (YTD): 2024-05-31 1.28
52W High: 2024-01-25 2.71
52W Low: 2024-05-31 1.28
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   2.11
Avg. volume 6M:   0.00
Avg. price 1Y:   2.03
Avg. volume 1Y:   0.00
Volatility 1M:   94.04%
Volatility 6M:   73.59%
Volatility 1Y:   68.53%
Volatility 3Y:   -