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Soc. Generale Call 60 CTSH 21.03..../  DE000SW3PR75  /

Frankfurt Zert./SG
2024-05-31  9:42:51 PM Chg.+0.080 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
1.030EUR +8.42% 1.050
Bid Size: 7,000		 1.060
Ask Size: 7,000		 Cognizant Technology... 60.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PR7
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.75
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.57
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.57
Time value: 0.49
Break-even: 65.91
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.95%
Delta: 0.73
Theta: -0.01
Omega: 4.18
Rho: 0.27
 

Quote data

Open: 0.890
High: 1.030
Low: 0.890
Previous Close: 0.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.57%
1 Month
  -6.36%
3 Months
  -51.42%
YTD
  -45.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.950
1M High / 1M Low: 1.350 0.950
6M High / 6M Low: 2.230 0.950
High (YTD): 2024-02-23 2.230
Low (YTD): 2024-05-30 0.950
52W High: - -
52W Low: - -
Avg. price 1W:   1.064
Avg. volume 1W:   0.000
Avg. price 1M:   1.166
Avg. volume 1M:   0.000
Avg. price 6M:   1.665
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.03%
Volatility 6M:   65.78%
Volatility 1Y:   -
Volatility 3Y:   -