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Soc. Generale Call 65 CTSH 20.12..../  DE000SU2S888  /

Frankfurt Zert./SG
2024-05-17  6:27:12 PM Chg.-0.110 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.780EUR -12.36% 0.780
Bid Size: 100,000		 0.790
Ask Size: 100,000		 Cognizant Technology... 65.00 USD 2024-12-20 Call
 

Master data

WKN: SU2S88
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.19
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.49
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.49
Time value: 0.41
Break-even: 68.81
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.72
Theta: -0.01
Omega: 5.16
Rho: 0.22
 

Quote data

Open: 0.840
High: 0.880
Low: 0.780
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.71%
1 Month
  -7.14%
3 Months
  -49.35%
YTD
  -46.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.680
1M High / 1M Low: 0.890 0.650
6M High / 6M Low: - -
High (YTD): 2024-02-23 1.770
Low (YTD): 2024-05-06 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -