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Soc. Generale Call 60 CTSH 17.01..../  DE000SQ86U94  /

Frankfurt Zert./SG
2024-05-31  9:38:06 PM Chg.+0.070 Bid9:58:33 PM Ask9:58:33 PM Underlying Strike price Expiration date Option type
0.940EUR +8.05% 0.970
Bid Size: 7,000		 0.980
Ask Size: 7,000		 Cognizant Technology... 60.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86U9
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.22
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.57
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.57
Time value: 0.41
Break-even: 65.11
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.73
Theta: -0.01
Omega: 4.54
Rho: 0.22
 

Quote data

Open: 0.810
High: 0.940
Low: 0.800
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.54%
1 Month
  -6.93%
3 Months
  -54.15%
YTD
  -48.91%
1 Year
  -18.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.870
1M High / 1M Low: 1.270 0.870
6M High / 6M Low: 2.170 0.870
High (YTD): 2024-02-23 2.170
Low (YTD): 2024-05-30 0.870
52W High: 2024-02-23 2.170
52W Low: 2024-05-30 0.870
Avg. price 1W:   0.982
Avg. volume 1W:   0.000
Avg. price 1M:   1.085
Avg. volume 1M:   0.000
Avg. price 6M:   1.597
Avg. volume 6M:   0.000
Avg. price 1Y:   1.498
Avg. volume 1Y:   0.000
Volatility 1M:   103.35%
Volatility 6M:   69.47%
Volatility 1Y:   72.61%
Volatility 3Y:   -