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Soc. Generale Call 75 CTSH 20.09..../  DE000SW1YT41  /

Frankfurt Zert./SG
2024-05-31  9:39:18 PM Chg.+0.020 Bid9:58:33 PM Ask9:58:33 PM Underlying Strike price Expiration date Option type
0.120EUR +20.00% 0.130
Bid Size: 15,000		 0.140
Ask Size: 15,000		 Cognizant Technology... 75.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YT4
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.55
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.82
Time value: 0.14
Break-even: 70.53
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.26
Theta: -0.02
Omega: 11.32
Rho: 0.04
 

Quote data

Open: 0.089
High: 0.120
Low: 0.087
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -36.84%
3 Months
  -85.88%
YTD
  -84.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.230 0.100
6M High / 6M Low: 0.950 0.100
High (YTD): 2024-02-23 0.950
Low (YTD): 2024-05-30 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.87%
Volatility 6M:   142.67%
Volatility 1Y:   -
Volatility 3Y:   -