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Soc. Generale Call 70 CTSH 20.09..../  DE000SQ8Z7E2  /

Frankfurt Zert./SG
2024-05-17  5:56:30 PM Chg.-0.080 Bid6:30:22 PM Ask6:30:22 PM Underlying Strike price Expiration date Option type
0.330EUR -19.51% 0.330
Bid Size: 125,000		 0.340
Ask Size: 125,000		 Cognizant Technology... 70.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z7E
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.78
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.03
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.03
Time value: 0.38
Break-even: 68.51
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.58
Theta: -0.02
Omega: 9.14
Rho: 0.12
 

Quote data

Open: 0.360
High: 0.390
Low: 0.330
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month
  -21.43%
3 Months
  -67.96%
YTD
  -66.33%
1 Year
  -48.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.240
1M High / 1M Low: 0.420 0.240
6M High / 6M Low: 1.240 0.240
High (YTD): 2024-02-23 1.240
Low (YTD): 2024-05-10 0.240
52W High: 2024-02-23 1.240
52W Low: 2024-05-10 0.240
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.789
Avg. volume 6M:   3.661
Avg. price 1Y:   0.776
Avg. volume 1Y:   116.102
Volatility 1M:   180.92%
Volatility 6M:   117.11%
Volatility 1Y:   110.60%
Volatility 3Y:   -