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

Frankfurt Zert./SG
2024-06-03  9:43:41 PM Chg.-0.020 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
1.260EUR -1.56% 1.280
Bid Size: 6,000		 1.290
Ask Size: 6,000		 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: 4.62
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.03
Implied volatility: 0.33
Historic volatility: 0.18
Parity: 1.03
Time value: 0.29
Break-even: 63.88
Moneyness: 1.20
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.82
Theta: -0.01
Omega: 3.80
Rho: 0.23
 

Quote data

Open: 1.300
High: 1.300
Low: 1.230
Previous Close: 1.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -6.67%
3 Months
  -48.36%
YTD
  -42.47%
1 Year
  -17.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.190
1M High / 1M Low: 1.640 1.190
6M High / 6M Low: 2.560 1.190
High (YTD): 2024-02-23 2.560
Low (YTD): 2024-05-30 1.190
52W High: 2024-02-23 2.560
52W Low: 2024-05-30 1.190
Avg. price 1W:   1.318
Avg. volume 1W:   0.000
Avg. price 1M:   1.435
Avg. volume 1M:   0.000
Avg. price 6M:   1.954
Avg. volume 6M:   0.000
Avg. price 1Y:   1.831
Avg. volume 1Y:   0.000
Volatility 1M:   87.81%
Volatility 6M:   59.94%
Volatility 1Y:   61.85%
Volatility 3Y:   -