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

EUWAX
2024-05-29  8:27:51 AM Chg.-0.070 Bid12:11:46 PM Ask12:11:46 PM Underlying Strike price Expiration date Option type
0.380EUR -15.56% 0.400
Bid Size: 9,000		 0.480
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: 13.69
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.29
Time value: 0.45
Break-even: 69.01
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.50
Theta: -0.02
Omega: 6.78
Rho: 0.15
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.15%
1 Month
  -19.15%
3 Months
  -69.35%
YTD
  -66.96%
1 Year
  -49.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.450
1M High / 1M Low: 0.570 0.390
6M High / 6M Low: 1.320 0.390
High (YTD): 2024-02-26 1.320
Low (YTD): 2024-05-07 0.390
52W High: 2024-02-26 1.320
52W Low: 2024-05-07 0.390
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.921
Avg. volume 6M:   0.000
Avg. price 1Y:   0.893
Avg. volume 1Y:   0.000
Volatility 1M:   147.10%
Volatility 6M:   111.05%
Volatility 1Y:   106.72%
Volatility 3Y:   -