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

Frankfurt Zert./SG
2024-05-17  9:04:20 PM Chg.-0.090 Bid9:11:29 PM Ask9:11:29 PM Underlying Strike price Expiration date Option type
0.690EUR -11.54% 0.700
Bid Size: 100,000		 0.710
Ask Size: 100,000		 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: 8.19
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.03
Implied volatility: 0.29
Historic volatility: 0.18
Parity: 0.03
Time value: 0.76
Break-even: 72.31
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.61
Theta: -0.01
Omega: 4.97
Rho: 0.26
 

Quote data

Open: 0.730
High: 0.780
Low: 0.690
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month
  -6.76%
3 Months
  -48.89%
YTD
  -46.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.600
1M High / 1M Low: 0.780 0.580
6M High / 6M Low: 1.560 0.580
High (YTD): 2024-02-23 1.560
Low (YTD): 2024-05-06 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.667
Avg. volume 1M:   0.000
Avg. price 6M:   1.106
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.80%
Volatility 6M:   78.85%
Volatility 1Y:   -
Volatility 3Y:   -