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Soc. Generale Call 60 CTSH 20.09..../  DE000SQ8Z7D4  /

Frankfurt Zert./SG
2024-06-04  1:18:11 PM Chg.-0.050 Bid1:31:35 PM Ask1:31:35 PM Underlying Strike price Expiration date Option type
0.680EUR -6.85% 0.680
Bid Size: 7,000		 0.800
Ask Size: 7,000		 Cognizant Technology... 60.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z7D
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.04
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.53
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.53
Time value: 0.22
Break-even: 62.51
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.76
Theta: -0.02
Omega: 6.08
Rho: 0.11
 

Quote data

Open: 0.660
High: 0.680
Low: 0.640
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -16.05%
3 Months
  -65.13%
YTD
  -60.00%
1 Year
  -41.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.660
1M High / 1M Low: 1.100 0.660
6M High / 6M Low: 2.040 0.660
High (YTD): 2024-02-23 2.040
Low (YTD): 2024-05-30 0.660
52W High: 2024-02-23 2.040
52W Low: 2024-05-30 0.660
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.886
Avg. volume 1M:   0.000
Avg. price 6M:   1.428
Avg. volume 6M:   0.000
Avg. price 1Y:   1.359
Avg. volume 1Y:   0.000
Volatility 1M:   141.20%
Volatility 6M:   83.80%
Volatility 1Y:   81.09%
Volatility 3Y:   -