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Soc. Generale Call 70 CTSH 20.06..../  DE000SU2YNA2  /

Frankfurt Zert./SG
2024-05-20  9:43:02 PM Chg.+0.060 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.900EUR +7.14% 0.900
Bid Size: 7,000		 0.910
Ask Size: 7,000		 Cognizant Technology... 70.00 USD 2025-06-20 Call
 

Master data

WKN: SU2YNA
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.44
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -0.11
Time value: 0.85
Break-even: 72.88
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.59
Theta: -0.01
Omega: 4.40
Rho: 0.31
 

Quote data

Open: 0.780
High: 0.900
Low: 0.780
Previous Close: 0.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+7.14%
3 Months
  -36.62%
YTD
  -35.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.780
1M High / 1M Low: 0.920 0.720
6M High / 6M Low: - -
High (YTD): 2024-02-23 1.670
Low (YTD): 2024-05-06 0.720
52W High: - -
52W Low: - -
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   0.799
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -