Soc. Generale Call 80 CTSH 20.06.2025
/ DE000SU2YUN0
Soc. Generale Call 80 CTSH 20.06..../ DE000SU2YUN0 /
| 2024-05-17 8:27:24 AM |
Chg.+0.070 |
Bid1:42:18 PM |
Ask1:42:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+16.28% |
0.530
Bid Size: 6,000 |
0.600
Ask Size: 6,000 |
Cognizant Technology... |
80.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
SU2YUN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.89 |
| Time value: |
0.55 |
| Break-even: |
79.11 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
5.24 |
| Rho: |
0.25 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.58% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-47.92% |
| YTD |
|
|
-44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
0.500 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-05 |
1.040 |
| Low (YTD): |
2024-05-07 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
