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Soc. Generale Call 60 CTSH 21.06..../  DE000SQ8JTU1  /

Frankfurt Zert./SG
2024-05-10  9:46:41 PM Chg.+0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.680EUR +6.25% 0.680
Bid Size: 6,000		 0.690
Ask Size: 6,000		 Cognizant Technology... 60.00 USD 2024-06-21 Call
 

Master data

WKN: SQ8JTU
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-06-21
Issue date: 2023-02-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.01
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.65
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.65
Time value: 0.04
Break-even: 62.60
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.92
Theta: -0.01
Omega: 8.33
Rho: 0.06
 

Quote data

Open: 0.550
High: 0.680
Low: 0.550
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.62%
1 Month
  -28.42%
3 Months
  -57.76%
YTD
  -57.23%
1 Year
  -25.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.640
1M High / 1M Low: 0.950 0.640
6M High / 6M Low: 1.950 0.640
High (YTD): 2024-02-23 1.950
Low (YTD): 2024-05-09 0.640
52W High: 2024-02-23 1.950
52W Low: 2024-05-09 0.640
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.764
Avg. volume 1M:   0.000
Avg. price 6M:   1.365
Avg. volume 6M:   0.000
Avg. price 1Y:   1.249
Avg. volume 1Y:   0.000
Volatility 1M:   106.47%
Volatility 6M:   85.11%
Volatility 1Y:   88.42%
Volatility 3Y:   -