Soc. Generale Call 60 CTSH 17.01.2025
/ DE000SQ86U94
Soc. Generale Call 60 CTSH 17.01..../ DE000SQ86U94 /
| 2024-04-25 9:48:37 PM |
Chg.-0.060 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-5.31% |
1.080
Bid Size: 3,000 |
1.090
Ask Size: 3,000 |
Cognizant Technology... |
60.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SQ86U9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.70 |
| Time value: |
0.42 |
| Break-even: |
67.28 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.27 |
| Rho: |
0.27 |
Quote data
| Open: |
1.040 |
| High: |
1.110 |
| Low: |
1.040 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.14% |
| 1 Month |
|
|
-25.17% |
| 3 Months |
|
|
-47.29% |
| YTD |
|
|
-41.85% |
| 1 Year |
|
|
+15.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.130 |
| 1M High / 1M Low: |
1.540 |
1.130 |
| 6M High / 6M Low: |
2.170 |
1.090 |
| High (YTD): |
2024-02-23 |
2.170 |
| Low (YTD): |
2024-04-24 |
1.130 |
| 52W High: |
2024-02-23 |
2.170 |
| 52W Low: |
2023-04-26 |
0.910 |
| Avg. price 1W: |
|
1.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.502 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
55.31% |
| Volatility 6M: |
|
65.70% |
| Volatility 1Y: |
|
72.21% |
| Volatility 3Y: |
|
- |
