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Soc. Generale Put 70 CTSH 20.09.2.../  DE000SV6QUP1  /

Frankfurt Zert./SG
2024-05-20  9:47:23 PM Chg.-0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.350EUR -10.26% 0.350
Bid Size: 10,000		 0.360
Ask Size: 10,000		 Cognizant Technology... 70.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QUP
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.22
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.11
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 0.11
Time value: 0.28
Break-even: 60.48
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.63%
Delta: -0.48
Theta: -0.01
Omega: -7.85
Rho: -0.12
 

Quote data

Open: 0.330
High: 0.380
Low: 0.330
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.60%
1 Month
  -40.68%
3 Months  
+20.69%
YTD
  -2.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.330
1M High / 1M Low: 0.660 0.330
6M High / 6M Low: 0.660 0.220
High (YTD): 2024-04-30 0.660
Low (YTD): 2024-02-29 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.389
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.57%
Volatility 6M:   128.68%
Volatility 1Y:   -
Volatility 3Y:   -