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Soc. Generale Put 70 CTSH 21.06.2.../  DE000SV439R8  /

Frankfurt Zert./SG
2024-05-20  9:43:50 PM Chg.-0.050 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.170EUR -22.73% 0.170
Bid Size: 10,000		 0.180
Ask Size: 10,000		 Cognizant Technology... 70.00 USD 2024-06-21 Put
 

Master data

WKN: SV439R
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.50
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.11
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.11
Time value: 0.12
Break-even: 62.08
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 4.55%
Delta: -0.57
Theta: -0.02
Omega: -15.60
Rho: -0.03
 

Quote data

Open: 0.170
High: 0.210
Low: 0.160
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.38%
1 Month
  -63.83%
3 Months
  -10.53%
YTD
  -34.62%
1 Year
  -82.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.170
1M High / 1M Low: 0.550 0.170
6M High / 6M Low: 0.550 0.130
High (YTD): 2024-04-30 0.550
Low (YTD): 2024-03-04 0.130
52W High: 2023-06-05 1.030
52W Low: 2024-03-04 0.130
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.511
Avg. volume 1Y:   0.000
Volatility 1M:   256.88%
Volatility 6M:   190.25%
Volatility 1Y:   150.85%
Volatility 3Y:   -