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Soc. Generale Call 65 CTSH 20.09..../  DE000SW1YT33  /

Frankfurt Zert./SG
2024-05-17  4:57:09 PM Chg.-0.090 Bid5:40:12 PM Ask5:40:12 PM Underlying Strike price Expiration date Option type
0.640EUR -12.33% 0.610
Bid Size: 100,000		 0.620
Ask Size: 100,000		 Cognizant Technology... 65.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YT3
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.75
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.49
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.49
Time value: 0.25
Break-even: 67.21
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.74
Theta: -0.02
Omega: 6.51
Rho: 0.14
 

Quote data

Open: 0.670
High: 0.710
Low: 0.620
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.00%
1 Month
  -4.48%
3 Months
  -55.24%
YTD
  -52.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.500
1M High / 1M Low: 0.730 0.480
6M High / 6M Low: 1.650 0.480
High (YTD): 2024-02-23 1.650
Low (YTD): 2024-05-09 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.578
Avg. volume 1M:   0.000
Avg. price 6M:   1.125
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.57%
Volatility 6M:   91.91%
Volatility 1Y:   -
Volatility 3Y:   -