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

Frankfurt Zert./SG
2024-06-07  8:24:33 AM Chg.-0.010 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 15,000		 0.160
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: 50.21
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.87
Time value: 0.12
Break-even: 70.17
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.24
Theta: -0.01
Omega: 11.82
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -31.25%
3 Months
  -85.90%
YTD
  -85.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
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:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.532
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.72%
Volatility 6M:   142.72%
Volatility 1Y:   -
Volatility 3Y:   -