OverviewChartNewsTraderScreen

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

EUWAX
2024-05-21  8:28:26 AM Chg.+0.040 Bid9:32:21 AM Ask9:32:21 AM Underlying Strike price Expiration date Option type
0.690EUR +6.15% 0.690
Bid Size: 8,000		 0.810
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: 8.43
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.04
Time value: 0.76
Break-even: 72.05
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.59
Theta: -0.01
Omega: 4.98
Rho: 0.25
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month  
+6.15%
3 Months
  -45.67%
YTD
  -45.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.580
1M High / 1M Low: 0.730 0.530
6M High / 6M Low: 1.460 0.530
High (YTD): 2024-02-26 1.460
Low (YTD): 2024-05-07 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   1.074
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.47%
Volatility 6M:   93.52%
Volatility 1Y:   -
Volatility 3Y:   -