Soc. Generale Call 60 CTSH 19.09..../  DE000SW97R80  /

EUWAX
2024-05-31  9:53:01 AM Chg.-0.10 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.12EUR -8.20% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 60.00 USD 2025-09-19 Call
 

Master data

WKN: SW97R8
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-09-19
Issue date: 2024-05-10
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.73
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.57
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.57
Time value: 0.72
Break-even: 68.21
Moneyness: 1.10
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.72
Theta: -0.01
Omega: 3.41
Rho: 0.40
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 1.12
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -