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

EUWAX
2024-05-13  8:39:38 AM Chg.+0.02 Bid4:31:11 PM Ask4:31:11 PM Underlying Strike price Expiration date Option type
1.31EUR +1.55% 1.46
Bid Size: 90,000		 1.47
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: 4.47
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 1.11
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 1.11
Time value: 0.28
Break-even: 64.97
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.84
Theta: -0.01
Omega: 3.77
Rho: 0.26
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.80%
1 Month
  -20.12%
3 Months
  -38.50%
YTD
  -39.63%
1 Year
  -3.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.25
1M High / 1M Low: 1.58 1.25
6M High / 6M Low: 2.41 1.25
High (YTD): 2024-01-31 2.41
Low (YTD): 2024-05-06 1.25
52W High: 2024-01-31 2.41
52W Low: 2024-05-06 1.25
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   1.94
Avg. volume 6M:   0.00
Avg. price 1Y:   1.81
Avg. volume 1Y:   0.00
Volatility 1M:   54.39%
Volatility 6M:   65.05%
Volatility 1Y:   66.67%
Volatility 3Y:   -