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

EUWAX
2024-04-25  8:34:43 AM Chg.-0.03 Bid9:29:15 PM Ask9:29:15 PM Underlying Strike price Expiration date Option type
1.37EUR -2.14% 1.42
Bid Size: 45,000		 1.43
Ask Size: 45,000		 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: 4.32
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.17
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 1.17
Time value: 0.29
Break-even: 66.00
Moneyness: 1.23
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.85
Theta: -0.01
Omega: 3.66
Rho: 0.28
 

Quote data

Open: 1.37
High: 1.37
Low: 1.37
Previous Close: 1.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.20%
1 Month
  -20.81%
3 Months
  -42.68%
YTD
  -36.87%
1 Year  
+17.09%
3 Years     -
5 Years     -
1W High / 1W Low: 1.45 1.37
1M High / 1M Low: 1.88 1.37
6M High / 6M Low: 2.41 1.30
High (YTD): 2024-01-31 2.41
Low (YTD): 2024-04-19 1.37
52W High: 2024-01-31 2.41
52W Low: 2023-04-26 1.15
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   1.95
Avg. volume 6M:   0.00
Avg. price 1Y:   1.80
Avg. volume 1Y:   0.00
Volatility 1M:   53.67%
Volatility 6M:   72.19%
Volatility 1Y:   68.24%
Volatility 3Y:   -