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

Frankfurt Zert./SG
2024-06-03  9:48:22 AM Chg.-0.120 Bid10:15:05 AM Ask10:15:05 AM Underlying Strike price Expiration date Option type
0.290EUR -29.27% 0.300
Bid Size: 10,000		 0.420
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: -15.24
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.35
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.35
Time value: 0.05
Break-even: 60.50
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.56%
Delta: -0.77
Theta: -0.03
Omega: -11.69
Rho: -0.03
 

Quote data

Open: 0.250
High: 0.290
Low: 0.250
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+70.59%
1 Month
  -30.95%
3 Months  
+123.08%
YTD  
+11.54%
1 Year
  -68.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.170
1M High / 1M Low: 0.530 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:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.484
Avg. volume 1Y:   0.000
Volatility 1M:   507.24%
Volatility 6M:   257.84%
Volatility 1Y:   194.52%
Volatility 3Y:   -