How to prove that a lie group is simply connected

Question

I need to prove that $O(3,19)/SO(2)\times O(1,19)$ is simply connected. In particular $O(n_{+},n_{-})$ denotes the orthogonal group of $\mathbb{R}^{n_{+}+n_{-}}$ endowed with the diagonal quadratic form $diag(1,\cdots,1,-1,\cdots,-1)$ of signature $(n_{+},n_{-})$. I don't know much about the subject, and i don't know how to prove the statement