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Soc. Generale Call 80 CTSH 21.03..../  DE000SW3PR91  /

EUWAX
2024-06-06  8:28:54 AM Chg.0.000 Bid11:14:49 AM Ask11:14:49 AM Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.220
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Cognizant Technology... 80.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PR9
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 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: 24.10
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -1.33
Time value: 0.25
Break-even: 76.07
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.29
Theta: -0.01
Omega: 7.08
Rho: 0.12
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -22.22%
3 Months
  -75.29%
YTD
  -73.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.370 0.210
6M High / 6M Low: 0.920 0.210
High (YTD): 2024-02-26 0.920
Low (YTD): 2024-06-05 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.36%
Volatility 6M:   120.48%
Volatility 1Y:   -
Volatility 3Y:   -