Soc. Generale Call 60 CTSH 20.12.2024
/ DE000SV455X2
Soc. Generale Call 60 CTSH 20.12..../ DE000SV455X2 /
| 2024-05-03 9:50:20 PM |
Chg.-0.020 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-2.06% |
0.950
Bid Size: 7,000 |
0.960
Ask Size: 7,000 |
Cognizant Technology... |
60.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV455X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.58 |
| Time value: |
0.40 |
| Break-even: |
65.72 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.66 |
| Rho: |
0.23 |
Quote data
| Open: |
0.880 |
| High: |
1.010 |
| Low: |
0.860 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.65% |
| 1 Month |
|
|
-33.57% |
| 3 Months |
|
|
-52.74% |
| YTD |
|
|
-47.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.960 |
| 1M High / 1M Low: |
1.430 |
0.960 |
| 6M High / 6M Low: |
2.140 |
0.960 |
| High (YTD): |
2024-02-23 |
2.140 |
| Low (YTD): |
2024-04-30 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.608 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.84% |
| Volatility 6M: |
|
63.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
