Soc. Generale Call 60 CTSH 16.01..../  DE000SW9CV52  /

Frankfurt Zert./SG
2024-06-07  9:42:15 PM Chg.-0.010 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
1.370EUR -0.72% 1.380
Bid Size: 7,000
1.390
Ask Size: 7,000
Cognizant Technology... 60.00 USD 2026-01-16 Call
 

Master data

WKN: SW9CV5
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-22
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.58
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.58
Time value: 0.81
Break-even: 68.99
Moneyness: 1.11
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.73
Theta: -0.01
Omega: 3.18
Rho: 0.49
 

Quote data

Open: 1.320
High: 1.420
Low: 1.320
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.72%
1 Month
  -8.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 1.330
1M High / 1M Low: 1.670 1.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.356
Avg. volume 1W:   0.000
Avg. price 1M:   1.490
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -