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Soc. Generale Call 80 CTSH 20.12..../  DE000SV455Z7  /

Frankfurt Zert./SG
2024-04-19  9:10:21 PM Chg.-0.010 Bid9:13:10 PM Ask9:13:10 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.270
Bid Size: 100,000		 0.280
Ask Size: 100,000		 Cognizant Technology... 80.00 USD 2024-12-20 Call
 

Master data

WKN: SV455Z
Issuer: Société Générale
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 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: 23.36
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.20
Parity: -1.21
Time value: 0.27
Break-even: 77.87
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.31
Theta: -0.01
Omega: 7.25
Rho: 0.11
 

Quote data

Open: 0.240
High: 0.270
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -50.00%
3 Months
  -62.86%
YTD
  -61.19%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.520 0.270
6M High / 6M Low: 0.850 0.270
High (YTD): 2024-02-23 0.850
Low (YTD): 2024-04-18 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.389
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.31%
Volatility 6M:   114.31%
Volatility 1Y:   -
Volatility 3Y:   -