Soc. Generale Put 60 CTSH 20.09.2024
/ DE000SV6QUN6
Soc. Generale Put 60 CTSH 20.09.2.../ DE000SV6QUN6 /
| 2024-04-17 8:29:57 AM |
Chg.- |
Bid7:48:04 AM |
Ask7:48:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
- |
0.170
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
Cognizant Technology... |
60.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6QUN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-0.71 |
| Time value: |
0.20 |
| Break-even: |
54.24 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-7.27 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.77% |
| 1 Month |
|
|
+129.73% |
| 3 Months |
|
|
+13.33% |
| YTD |
|
|
+6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.110 |
| 1M High / 1M Low: |
0.170 |
0.066 |
| 6M High / 6M Low: |
0.520 |
0.060 |
| High (YTD): |
2024-01-05 |
0.190 |
| Low (YTD): |
2024-03-14 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.01% |
| Volatility 6M: |
|
175.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
