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Soc. Generale Call 55 CTSH 17.01..../  DE000SV1DG68  /

Frankfurt Zert./SG
2024-05-02  5:29:07 PM Chg.+0.030 Bid6:37:28 PM Ask6:37:28 PM Underlying Strike price Expiration date Option type
1.360EUR +2.26% 1.340
Bid Size: 90,000		 1.350
Ask Size: 90,000		 Cognizant Technology... 55.00 USD 2025-01-17 Call
 

Master data

WKN: SV1DG6
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-22
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.97
Implied volatility: 0.39
Historic volatility: 0.20
Parity: 0.97
Time value: 0.44
Break-even: 65.42
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.18
Spread %: 14.63%
Delta: 0.78
Theta: -0.02
Omega: 3.37
Rho: 0.24
 

Quote data

Open: 1.320
High: 1.400
Low: 1.310
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.55%
1 Month
  -26.88%
3 Months
  -43.80%
YTD
  -37.90%
1 Year  
+10.57%
3 Years     -
5 Years     -
1W High / 1W Low: 1.430 1.330
1M High / 1M Low: 1.860 1.330
6M High / 6M Low: 2.560 1.330
High (YTD): 2024-02-23 2.560
Low (YTD): 2024-04-30 1.330
52W High: 2024-02-23 2.560
52W Low: 2023-05-03 1.200
Avg. price 1W:   1.393
Avg. volume 1W:   0.000
Avg. price 1M:   1.595
Avg. volume 1M:   0.000
Avg. price 6M:   2.000
Avg. volume 6M:   0.000
Avg. price 1Y:   1.828
Avg. volume 1Y:   0.000
Volatility 1M:   48.02%
Volatility 6M:   56.79%
Volatility 1Y:   63.56%
Volatility 3Y:   -