Soc. Generale Call 70 CTSH 20.12.2024
/ DE000SV455Y0
Soc. Generale Call 70 CTSH 20.12..../ DE000SV455Y0 /
| 2024-05-16 9:41:10 PM |
Chg.+0.090 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+16.98% |
0.620
Bid Size: 8,000 |
0.630
Ask Size: 8,000 |
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: |
11.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.10 |
| Time value: |
0.54 |
| Break-even: |
69.69 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
6.48 |
| Rho: |
0.18 |
Quote data
| Open: |
0.480 |
| High: |
0.620 |
| Low: |
0.480 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.91% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-49.59% |
| YTD |
|
|
-47.01% |
| 1 Year |
|
|
-11.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.440 |
| 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: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.975 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.915 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
103.24% |
| Volatility 6M: |
|
87.14% |
| Volatility 1Y: |
|
91.65% |
| Volatility 3Y: |
|
- |
