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Soc. Generale Call 30 CSX 17.01.2.../  DE000SQ86V02  /

EUWAX
20/06/2024  08:55:22 Chg.+0.020 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.460EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 CSX Corporation 30.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86V0
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.40
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.28
Implied volatility: 0.32
Historic volatility: 0.16
Parity: 0.28
Time value: 0.20
Break-even: 32.71
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.73
Theta: -0.01
Omega: 4.66
Rho: 0.10
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month
  -4.17%
3 Months
  -40.26%
YTD
  -30.30%
1 Year
  -29.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.370
1M High / 1M Low: 0.520 0.370
6M High / 6M Low: 0.890 0.370
High (YTD): 05/03/2024 0.890
Low (YTD): 17/06/2024 0.370
52W High: 05/03/2024 0.890
52W Low: 17/06/2024 0.370
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.443
Avg. volume 1M:   0.000
Avg. price 6M:   0.655
Avg. volume 6M:   0.000
Avg. price 1Y:   0.594
Avg. volume 1Y:   0.000
Volatility 1M:   102.07%
Volatility 6M:   62.05%
Volatility 1Y:   69.09%
Volatility 3Y:   -