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

EUWAX
5/29/2024  9:51:46 AM Chg.-0.090 Bid10:22:59 AM Ask10:22:59 AM Underlying Strike price Expiration date Option type
0.580EUR -13.43% 0.620
Bid Size: 8,000		 0.720
Ask Size: 8,000		 Cognizant Technology... 65.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.93
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.17
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 0.17
Time value: 0.52
Break-even: 66.80
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.63
Theta: -0.02
Omega: 5.64
Rho: 0.18
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.67%
1 Month
  -15.94%
3 Months
  -63.06%
YTD
  -60.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.670
1M High / 1M Low: 0.840 0.590
6M High / 6M Low: 1.670 0.590
High (YTD): 2/26/2024 1.670
Low (YTD): 5/6/2024 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.689
Avg. volume 1M:   0.000
Avg. price 6M:   1.205
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.13%
Volatility 6M:   93.75%
Volatility 1Y:   -
Volatility 3Y:   -