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

EUWAX
2024-05-29  8:27:51 AM Chg.-0.120 Bid10:33:25 AM Ask10:33:25 AM Underlying Strike price Expiration date Option type
0.870EUR -12.12% 0.910
Bid Size: 7,000		 1.030
Ask Size: 7,000		 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: 6.22
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.63
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.63
Time value: 0.36
Break-even: 65.19
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.75
Theta: -0.01
Omega: 4.67
Rho: 0.20
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.71%
1 Month
  -9.38%
3 Months
  -54.21%
YTD
  -51.40%
1 Year
  -26.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.990
1M High / 1M Low: 1.170 0.870
6M High / 6M Low: 1.990 0.870
High (YTD): 2024-02-26 1.990
Low (YTD): 2024-05-07 0.870
52W High: 2024-02-26 1.990
52W Low: 2024-05-07 0.870
Avg. price 1W:   1.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.986
Avg. volume 1M:   0.000
Avg. price 6M:   1.527
Avg. volume 6M:   0.000
Avg. price 1Y:   1.447
Avg. volume 1Y:   0.000
Volatility 1M:   96.99%
Volatility 6M:   79.38%
Volatility 1Y:   79.86%
Volatility 3Y:   -