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

EUWAX
2024-06-03  8:28:28 AM Chg.+0.040 Bid1:09:59 PM Ask1:09:59 PM Underlying Strike price Expiration date Option type
0.500EUR +8.70% 0.510
Bid Size: 8,000		 0.590
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: 10.88
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.35
Time value: 0.56
Break-even: 70.10
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: 5.56
Rho: 0.20
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.03%
1 Month
  -7.41%
3 Months
  -64.54%
YTD
  -60.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.460
1M High / 1M Low: 0.730 0.460
6M High / 6M Low: 1.460 0.460
High (YTD): 2024-02-26 1.460
Low (YTD): 2024-05-31 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.592
Avg. volume 1M:   0.000
Avg. price 6M:   1.043
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.69%
Volatility 6M:   97.75%
Volatility 1Y:   -
Volatility 3Y:   -