Soc. Generale Call 55 CTSH 21.06.2024
/ DE000SV44DF4
Soc. Generale Call 55 CTSH 21.06..../ DE000SV44DF4 /
| 2024-04-18 9:40:17 AM |
Chg.-0.02 |
Bid2024-04-18 |
Ask2024-04-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-1.85% |
1.06
Bid Size: 2,900 |
-
Ask Size: - |
Cognizant Technology... |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV44DF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
1.22 |
| Time value: |
0.05 |
| Break-even: |
64.48 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
4.80 |
| Rho: |
0.09 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.82% |
| 1 Month |
|
|
-38.37% |
| 3 Months |
|
|
-46.73% |
| YTD |
|
|
-45.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.08 |
| 1M High / 1M Low: |
1.74 |
1.08 |
| 6M High / 6M Low: |
2.22 |
1.04 |
| High (YTD): |
2024-01-25 |
2.22 |
| Low (YTD): |
2024-04-17 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.33% |
| Volatility 6M: |
|
93.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
