Soc. Generale Call 60 CTSH 17.01.2025
/ DE000SQ86U94
Soc. Generale Call 60 CTSH 17.01..../ DE000SQ86U94 /
2024-06-03 9:41:44 PM |
Chg.-0.010 |
Bid9:58:10 PM |
Ask9:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
-1.06% |
0.940 Bid Size: 7,000 |
0.950 Ask Size: 7,000 |
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: |
6.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
0.57 |
Time value: |
0.41 |
Break-even: |
65.09 |
Moneyness: |
1.10 |
Premium: |
0.07 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.03% |
Delta: |
0.73 |
Theta: |
-0.01 |
Omega: |
4.54 |
Rho: |
0.22 |
Quote data
Open: |
0.960 |
High: |
0.960 |
Low: |
0.900 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.45% |
1 Month |
|
|
-7.92% |
3 Months |
|
|
-54.63% |
YTD |
|
|
-49.46% |
1 Year |
|
|
-25.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.870 |
1M High / 1M Low: |
1.270 |
0.870 |
6M High / 6M Low: |
2.170 |
0.870 |
High (YTD): |
2024-02-23 |
2.170 |
Low (YTD): |
2024-05-30 |
0.870 |
52W High: |
2024-02-23 |
2.170 |
52W Low: |
2024-05-30 |
0.870 |
Avg. price 1W: |
|
0.982 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.088 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.598 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.500 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
105.99% |
Volatility 6M: |
|
69.67% |
Volatility 1Y: |
|
71.28% |
Volatility 3Y: |
|
- |