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

EUWAX
2024-06-06  9:52:27 AM Chg.- Bid7:48:02 AM Ask7:48:02 AM Underlying Strike price Expiration date Option type
0.350EUR - 0.400
Bid Size: 8,000		 0.520
Ask Size: 8,000		 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: 14.35
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.05
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.05
Time value: 0.37
Break-even: 63.98
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.58
Theta: -0.02
Omega: 8.30
Rho: 0.09
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -18.60%
3 Months
  -72.44%
YTD
  -73.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.330
1M High / 1M Low: 0.670 0.330
6M High / 6M Low: 1.540 0.330
High (YTD): 2024-02-26 1.540
Low (YTD): 2024-05-31 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.482
Avg. volume 1M:   0.000
Avg. price 6M:   1.026
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.57%
Volatility 6M:   125.02%
Volatility 1Y:   -
Volatility 3Y:   -