OverviewChartNewsTraderScreen

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

EUWAX
2024-05-20  8:29:52 AM Chg.-0.080 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.650EUR -10.96% -
Bid Size: -		 -
Ask Size: -		 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: 8.91
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.11
Time value: 0.71
Break-even: 71.48
Moneyness: 0.98
Premium: 0.13
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.57
Theta: -0.01
Omega: 5.11
Rho: 0.24
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month     0.00%
3 Months
  -48.82%
YTD
  -48.82%
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:   -