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

EUWAX
2024-06-04  8:27:34 AM Chg.-0.020 Bid12:16:11 PM Ask12:16:11 PM Underlying Strike price Expiration date Option type
0.350EUR -5.41% 0.360
Bid Size: 10,000		 0.430
Ask Size: 10,000		 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: 14.71
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.39
Time value: 0.41
Break-even: 68.28
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.47
Theta: -0.02
Omega: 6.85
Rho: 0.13
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -12.50%
3 Months
  -71.77%
YTD
  -69.57%
1 Year
  -54.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.320
1M High / 1M Low: 0.570 0.320
6M High / 6M Low: 1.320 0.320
High (YTD): 2024-02-26 1.320
Low (YTD): 2024-05-31 0.320
52W High: 2024-02-26 1.320
52W Low: 2024-05-31 0.320
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.904
Avg. volume 6M:   0.000
Avg. price 1Y:   0.888
Avg. volume 1Y:   0.000
Volatility 1M:   171.08%
Volatility 6M:   115.74%
Volatility 1Y:   107.68%
Volatility 3Y:   -