Soc. Generale Call 60 CTSH 20.06..../  DE000SW97R72  /

EUWAX
2024-05-31  9:53:01 AM Chg.-0.09 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.01EUR -8.18% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 60.00 USD 2025-06-20 Call
 

Master data

WKN: SW97R7
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-06-20
Issue date: 2024-05-10
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.17
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.57
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.57
Time value: 0.61
Break-even: 67.11
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.72
Theta: -0.01
Omega: 3.73
Rho: 0.34
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 1.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.71%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 1.01
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.14
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:   -