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Soc. Generale Call 70 CTSH 20.12..../  DE000SV455Y0  /

Frankfurt Zert./SG
2024-05-20  9:40:22 PM Chg.+0.050 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.590EUR +9.26% 0.590
Bid Size: 9,000		 0.600
Ask Size: 9,000		 Cognizant Technology... 70.00 USD 2024-12-20 Call
 

Master data

WKN: SV455Y
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.50
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.11
Time value: 0.55
Break-even: 69.88
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.55
Theta: -0.02
Omega: 6.33
Rho: 0.17
 

Quote data

Open: 0.490
High: 0.590
Low: 0.490
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.00%
1 Month  
+3.51%
3 Months
  -50.00%
YTD
  -49.57%
1 Year
  -21.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.480
1M High / 1M Low: 0.620 0.430
6M High / 6M Low: 1.420 0.430
High (YTD): 2024-02-23 1.420
Low (YTD): 2024-05-06 0.430
52W High: 2024-02-23 1.420
52W Low: 2024-05-06 0.430
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.972
Avg. volume 6M:   0.000
Avg. price 1Y:   0.915
Avg. volume 1Y:   0.000
Volatility 1M:   131.84%
Volatility 6M:   91.30%
Volatility 1Y:   93.81%
Volatility 3Y:   -