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Soc. Generale Call 70 CTSH 20.09..../  DE000SQ8Z7E2  /

EUWAX
2024-04-25  9:49:54 AM Chg.-0.030 Bid4:28:33 PM Ask4:28:33 PM Underlying Strike price Expiration date Option type
0.300EUR -9.09% 0.340
Bid Size: 80,000		 0.350
Ask Size: 80,000		 Cognizant Technology... 70.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z7E
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.05
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.23
Time value: 0.37
Break-even: 69.12
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.49
Theta: -0.02
Omega: 8.28
Rho: 0.11
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -55.22%
3 Months
  -73.45%
YTD
  -69.07%
1 Year
  -38.78%
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.330
1M High / 1M Low: 0.670 0.330
6M High / 6M Low: 1.160 0.330
High (YTD): 2024-02-26 1.160
Low (YTD): 2024-04-19 0.330
52W High: 2024-02-26 1.160
52W Low: 2024-04-19 0.330
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   0.802
Avg. volume 6M:   74.096
Avg. price 1Y:   0.785
Avg. volume 1Y:   39.482
Volatility 1M:   111.17%
Volatility 6M:   132.09%
Volatility 1Y:   118.21%
Volatility 3Y:   -