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

Frankfurt Zert./SG
2024-05-21  8:52:21 AM Chg.-0.040 Bid9:26:18 AM Ask9:26:18 AM Underlying Strike price Expiration date Option type
0.130EUR -23.53% 0.130
Bid Size: 10,000		 0.230
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: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -56.67%
1 Month
  -72.34%
3 Months
  -27.78%
YTD
  -50.00%
1 Year
  -86.60%
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:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   0.510
Avg. volume 1Y:   0.000
Volatility 1M:   260.57%
Volatility 6M:   192.80%
Volatility 1Y:   152.18%
Volatility 3Y:   -