Soc. Generale Put 70 CTSH 20.09.2024
/ DE000SV6QUP1
Soc. Generale Put 70 CTSH 20.09.2.../ DE000SV6QUP1 /
2024-06-06 4:43:35 PM |
Chg.0.000 |
Bid4:47:53 PM |
Ask4:47:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
0.00% |
0.560 Bid Size: 100,000 |
0.570 Ask Size: 100,000 |
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: |
-10.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
0.41 |
Time value: |
0.16 |
Break-even: |
58.67 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
-0.61 |
Theta: |
-0.01 |
Omega: |
-6.50 |
Rho: |
-0.12 |
Quote data
Open: |
0.510 |
High: |
0.570 |
Low: |
0.510 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.52% |
1 Month |
|
|
+5.56% |
3 Months |
|
|
+103.57% |
YTD |
|
|
+58.33% |
1 Year |
|
|
-49.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.550 |
1M High / 1M Low: |
0.630 |
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: |
2023-06-06 |
1.120 |
52W Low: |
2024-02-29 |
0.220 |
Avg. price 1W: |
|
0.576 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.385 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.589 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
217.93% |
Volatility 6M: |
|
146.75% |
Volatility 1Y: |
|
117.72% |
Volatility 3Y: |
|
- |