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Soc. Generale Call 55 CTSH 21.06..../  DE000SV44DF4  /

EUWAX
2024-05-31  9:43:07 AM Chg.-0.130 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.730EUR -15.12% -
Bid Size: -		 -
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: 6.43
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.90
Implied volatility: 0.45
Historic volatility: 0.19
Parity: 0.90
Time value: 0.03
Break-even: 60.08
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.02
Omega: 6.07
Rho: 0.03
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.03%
1 Month
  -26.26%
3 Months
  -64.04%
YTD
  -62.76%
1 Year
  -42.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.860
1M High / 1M Low: 1.240 0.840
6M High / 6M Low: 2.220 0.840
High (YTD): 2024-01-25 2.220
Low (YTD): 2024-05-02 0.840
52W High: 2024-01-25 2.220
52W Low: 2024-05-02 0.840
Avg. price 1W:   0.980
Avg. volume 1W:   0.000
Avg. price 1M:   1.005
Avg. volume 1M:   0.000
Avg. price 6M:   1.636
Avg. volume 6M:   0.000
Avg. price 1Y:   1.562
Avg. volume 1Y:   0.000
Volatility 1M:   120.20%
Volatility 6M:   93.12%
Volatility 1Y:   88.98%
Volatility 3Y:   -