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Soc. Generale Call 75 CTSH 21.06..../  DE000SV44DH0  /

EUWAX
2024-04-30  10:15:41 AM Chg.+0.001 Bid6:24:25 PM Ask6:24:25 PM Underlying Strike price Expiration date Option type
0.067EUR +1.52% 0.074
Bid Size: 100,000		 0.084
Ask Size: 100,000		 Cognizant Technology... 75.00 USD 2024-06-21 Call
 

Master data

WKN: SV44DH
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.23
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.79
Time value: 0.09
Break-even: 70.91
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 1.54
Spread abs.: 0.01
Spread %: 12.35%
Delta: 0.21
Theta: -0.02
Omega: 14.33
Rho: 0.02
 

Quote data

Open: 0.062
High: 0.067
Low: 0.062
Previous Close: 0.066
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.96%
1 Month
  -76.07%
3 Months
  -90.29%
YTD
  -88.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.093 0.066
1M High / 1M Low: 0.230 0.066
6M High / 6M Low: 0.710 0.066
High (YTD): 2024-01-25 0.710
Low (YTD): 2024-04-29 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.12%
Volatility 6M:   191.61%
Volatility 1Y:   -
Volatility 3Y:   -