Soc. Generale Call 60 CTSH 20.12.2024
/ DE000SV455X2
Soc. Generale Call 60 CTSH 20.12..../ DE000SV455X2 /
2024-06-03 9:35:44 PM |
Chg.-0.030 |
Bid9:54:43 PM |
Ask9:54:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-3.30% |
0.890 Bid Size: 100,000 |
0.900 Ask Size: 100,000 |
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: |
6.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
0.57 |
Time value: |
0.36 |
Break-even: |
64.59 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.09% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
4.83 |
Rho: |
0.19 |
Quote data
Open: |
0.910 |
High: |
0.930 |
Low: |
0.860 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.19% |
1 Month |
|
|
-7.37% |
3 Months |
|
|
-56.22% |
YTD |
|
|
-51.11% |
1 Year |
|
|
-28.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.820 |
1M High / 1M Low: |
1.230 |
0.820 |
6M High / 6M Low: |
2.140 |
0.820 |
High (YTD): |
2024-02-23 |
2.140 |
Low (YTD): |
2024-05-30 |
0.820 |
52W High: |
2024-02-23 |
2.140 |
52W Low: |
2024-05-30 |
0.820 |
Avg. price 1W: |
|
0.936 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.556 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.467 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
114.59% |
Volatility 6M: |
|
73.41% |
Volatility 1Y: |
|
73.96% |
Volatility 3Y: |
|
- |