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Soc. Generale Call 90 CTSH 20.12..../  DE000SW22UN6  /

Frankfurt Zert./SG
2024-05-31  9:47:59 PM Chg.+0.010 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
0.075EUR +15.38% 0.077
Bid Size: 15,000		 0.087
Ask Size: 15,000		 Cognizant Technology... 90.00 USD 2024-12-20 Call
 

Master data

WKN: SW22UN
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -2.20
Time value: 0.09
Break-even: 83.83
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 12.99%
Delta: 0.13
Theta: -0.01
Omega: 9.36
Rho: 0.04
 

Quote data

Open: 0.052
High: 0.075
Low: 0.050
Previous Close: 0.065
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -31.82%
3 Months
  -81.25%
YTD
  -78.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.065
1M High / 1M Low: 0.120 0.065
6M High / 6M Low: 0.450 0.065
High (YTD): 2024-02-23 0.450
Low (YTD): 2024-05-30 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.84%
Volatility 6M:   149.88%
Volatility 1Y:   -
Volatility 3Y:   -