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

Frankfurt Zert./SG
2024-05-20  9:46:48 PM Chg.+0.010 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% 0.180
Bid Size: 10,000		 0.190
Ask Size: 10,000		 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: 35.13
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.95
Time value: 0.18
Break-even: 84.58
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.22
Theta: -0.01
Omega: 7.60
Rho: 0.10
 

Quote data

Open: 0.150
High: 0.180
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -14.29%
3 Months
  -60.00%
YTD
  -60.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
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:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   0.000
Avg. price 6M:   0.376
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.42%
Volatility 6M:   119.81%
Volatility 1Y:   -
Volatility 3Y:   -