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Soc. Generale Call 55 CTSH 21.06..../  DE000SV44DF4  /

EUWAX
2024-05-20  9:40:01 AM Chg.-0.12 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.12EUR -9.68% -
Bid Size: -		 -
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: 4.86
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.27
Implied volatility: 0.47
Historic volatility: 0.18
Parity: 1.27
Time value: 0.03
Break-even: 63.59
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.02
Omega: 4.64
Rho: 0.04
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.15%
1 Month  
+8.74%
3 Months
  -41.36%
YTD
  -42.86%
1 Year
  -13.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 0.94
1M High / 1M Low: 1.24 0.84
6M High / 6M Low: 2.22 0.84
High (YTD): 2024-01-25 2.22
Low (YTD): 2024-05-02 0.84
52W High: 2024-01-25 2.22
52W Low: 2024-05-02 0.84
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   0.99
Avg. volume 1M:   0.00
Avg. price 6M:   1.68
Avg. volume 6M:   0.00
Avg. price 1Y:   1.57
Avg. volume 1Y:   0.00
Volatility 1M:   105.72%
Volatility 6M:   89.39%
Volatility 1Y:   87.05%
Volatility 3Y:   -