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Soc. Generale Call 90 CTSH 21.03..../  DE000SW3PSA5  /

Frankfurt Zert./SG
2024-05-17  8:58:19 PM Chg.-0.030 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.170EUR -15.00% 0.170
Bid Size: 150,000		 0.180
Ask Size: 150,000		 Cognizant Technology... 90.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PSA
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 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: 30.82
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.81
Time value: 0.21
Break-even: 84.91
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.24
Theta: -0.01
Omega: 7.43
Rho: 0.11
 

Quote data

Open: 0.190
High: 0.200
Low: 0.160
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -22.73%
3 Months
  -64.58%
YTD
  -63.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.230 0.140
6M High / 6M Low: 0.590 0.140
High (YTD): 2024-03-04 0.590
Low (YTD): 2024-05-09 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.54%
Volatility 6M:   118.09%
Volatility 1Y:   -
Volatility 3Y:   -