Soc. Generale Call 55 CTSH 21.06.2024
/ DE000SV44DF4
Soc. Generale Call 55 CTSH 21.06..../ DE000SV44DF4 /
| 2024-04-30 10:15:41 AM |
Chg.+0.010 |
Bid2:07:21 PM |
Ask2:07:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
0.970
Bid Size: 3,100 |
-
Ask Size: - |
Cognizant Technology... |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV44DF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.20 |
| Parity: |
1.08 |
| Time value: |
0.08 |
| Break-even: |
62.93 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.65% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
4.79 |
| Rho: |
0.06 |
Quote data
| Open: |
0.950 |
| High: |
0.990 |
| Low: |
0.950 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-36.94% |
| 3 Months |
|
|
-54.79% |
| YTD |
|
|
-49.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.980 |
| 1M High / 1M Low: |
1.580 |
0.980 |
| 6M High / 6M Low: |
2.220 |
0.980 |
| High (YTD): |
2024-01-25 |
2.220 |
| Low (YTD): |
2024-04-29 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.705 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.09% |
| Volatility 6M: |
|
93.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
