OverviewChartNewsTraderScreen

Soc. Generale Call 70 CTSH 17.01..../  DE000SQ86VB6  /

Frankfurt Zert./SG
2024-06-07  9:47:56 PM Chg.-0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.440EUR -4.35% 0.440
Bid Size: 9,000		 0.450
Ask Size: 9,000		 Cognizant Technology... 70.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86VB
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.57
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.38
Time value: 0.45
Break-even: 69.31
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.48
Theta: -0.01
Omega: 6.50
Rho: 0.15
 

Quote data

Open: 0.410
High: 0.480
Low: 0.410
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -21.43%
3 Months
  -63.93%
YTD
  -63.93%
1 Year
  -35.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.420
1M High / 1M Low: 0.680 0.400
6M High / 6M Low: 1.470 0.400
High (YTD): 2024-02-23 1.470
Low (YTD): 2024-05-30 0.400
52W High: 2024-02-23 1.470
52W Low: 2024-05-30 0.400
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.523
Avg. volume 1M:   0.000
Avg. price 6M:   0.967
Avg. volume 6M:   0.000
Avg. price 1Y:   0.938
Avg. volume 1Y:   0.000
Volatility 1M:   134.12%
Volatility 6M:   93.97%
Volatility 1Y:   91.37%
Volatility 3Y:   -