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Soc. Generale Call 60 CTSH 20.12..../  DE000SV455X2  /

Frankfurt Zert./SG
2024-06-10  9:40:38 PM Chg.+0.100 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
0.990EUR +11.24% 1.000
Bid Size: 6,000		 1.010
Ask Size: 6,000		 Cognizant Technology... 60.00 USD 2024-12-20 Call
 

Master data

WKN: SV455X
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.72
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.55
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.55
Time value: 0.36
Break-even: 64.76
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.73
Theta: -0.02
Omega: 4.93
Rho: 0.19
 

Quote data

Open: 0.820
High: 0.990
Low: 0.820
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+1.02%
3 Months
  -45.90%
YTD
  -45.00%
1 Year
  -7.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.860
1M High / 1M Low: 1.230 0.820
6M High / 6M Low: 2.140 0.820
High (YTD): 2024-02-23 2.140
Low (YTD): 2024-05-30 0.820
52W High: 2024-02-23 2.140
52W Low: 2024-05-30 0.820
Avg. price 1W:   0.882
Avg. volume 1W:   0.000
Avg. price 1M:   1.012
Avg. volume 1M:   0.000
Avg. price 6M:   1.532
Avg. volume 6M:   0.000
Avg. price 1Y:   1.463
Avg. volume 1Y:   0.000
Volatility 1M:   106.42%
Volatility 6M:   73.34%
Volatility 1Y:   74.07%
Volatility 3Y:   -