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: |
|
- |