OverviewChartNewsTraderScreen

Soc. Generale Call 70 CTSH 21.03..../  DE000SW3PR83  /

Frankfurt Zert./SG
2024-05-31  9:45:15 PM Chg.+0.050 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.540EUR +10.20% 0.550
Bid Size: 8,000		 0.560
Ask Size: 8,000		 Cognizant Technology... 70.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PR8
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.89
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.35
Time value: 0.56
Break-even: 70.13
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.51
Theta: -0.01
Omega: 5.57
Rho: 0.21
 

Quote data

Open: 0.450
High: 0.540
Low: 0.450
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.40%
1 Month
  -12.90%
3 Months
  -63.01%
YTD
  -58.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.490
1M High / 1M Low: 0.780 0.490
6M High / 6M Low: 1.560 0.490
High (YTD): 2024-02-23 1.560
Low (YTD): 2024-05-30 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.639
Avg. volume 1M:   0.000
Avg. price 6M:   1.072
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.93%
Volatility 6M:   84.64%
Volatility 1Y:   -
Volatility 3Y:   -