Soc. Generale Call 65 CTSH 21.03..../  DE000SW70KW7  /

EUWAX
2024-05-16  8:49:37 AM Chg.+0.070 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.880EUR +8.64% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 65.00 USD 2025-03-21 Call
 

Master data

WKN: SW70KW
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.35
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 0.35
Time value: 0.60
Break-even: 69.20
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.68
Theta: -0.01
Omega: 4.54
Rho: 0.28
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.02%
1 Month
  -8.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.760
1M High / 1M Low: 0.960 0.740
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   0.838
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -