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

EUWAX
2024-06-07  8:29:42 AM Chg.+0.060 Bid5:03:34 PM Ask5:03:34 PM Underlying Strike price Expiration date Option type
0.990EUR +6.45% 1.060
Bid Size: 100,000		 1.070
Ask Size: 100,000		 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: 5.74
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.58
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.58
Time value: 0.48
Break-even: 65.69
Moneyness: 1.11
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: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -1.98%
3 Months
  -46.77%
YTD
  -47.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.900
1M High / 1M Low: 1.300 0.900
6M High / 6M Low: 2.100 0.900
High (YTD): 2024-02-26 2.100
Low (YTD): 2024-05-31 0.900
52W High: - -
52W Low: - -
Avg. price 1W:   0.938
Avg. volume 1W:   0.000
Avg. price 1M:   1.083
Avg. volume 1M:   0.000
Avg. price 6M:   1.606
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.06%
Volatility 6M:   76.57%
Volatility 1Y:   -
Volatility 3Y:   -