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

Frankfurt Zert./SG
2024-06-07  3:34:12 PM Chg.0.000 Bid4:19:29 PM Ask4:19:29 PM Underlying Strike price Expiration date Option type
0.960EUR 0.00% 0.990
Bid Size: 100,000		 1.000
Ask Size: 100,000		 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: 6.21
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.58
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.58
Time value: 0.40
Break-even: 64.89
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.73
Theta: -0.01
Omega: 4.55
Rho: 0.21
 

Quote data

Open: 0.900
High: 0.960
Low: 0.900
Previous Close: 0.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.13%
1 Month
  -11.93%
3 Months
  -50.26%
YTD
  -47.83%
1 Year
  -14.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.900
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:   0.928
Avg. volume 1W:   0.000
Avg. price 1M:   1.067
Avg. volume 1M:   0.000
Avg. price 6M:   1.578
Avg. volume 6M:   0.000
Avg. price 1Y:   1.494
Avg. volume 1Y:   0.000
Volatility 1M:   98.31%
Volatility 6M:   69.76%
Volatility 1Y:   71.27%
Volatility 3Y:   -