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

EUWAX
2024-05-21  8:26:55 AM Chg.+0.060 Bid10:15:02 AM Ask10:15:02 AM Underlying Strike price Expiration date Option type
0.840EUR +7.69% 0.850
Bid Size: 7,000
0.950
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: 7.04
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -0.04
Time value: 0.91
Break-even: 73.55
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.61
Theta: -0.01
Omega: 4.27
Rho: 0.32
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.51%
1 Month  
+7.69%
3 Months
  -39.57%
YTD
  -38.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.720
1M High / 1M Low: 0.880 0.660
6M High / 6M Low: - -
High (YTD): 2024-02-26 1.570
Low (YTD): 2024-05-07 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.749
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -