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Soc. Generale Call 30 CSX 20.09.2.../  DE000SQ8Z7S2  /

EUWAX
2024-06-21  9:47:33 AM Chg.+0.010 Bid3:50:03 PM Ask3:50:03 PM Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.400
Bid Size: 200,000		 0.410
Ask Size: 200,000		 CSX Corporation 30.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z7S
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 30.00 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: 7.78
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.31
Implied volatility: 0.32
Historic volatility: 0.16
Parity: 0.31
Time value: 0.09
Break-even: 32.02
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.79
Theta: -0.01
Omega: 6.11
Rho: 0.05
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.59%
1 Month
  -2.63%
3 Months
  -49.32%
YTD
  -37.29%
1 Year
  -37.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.430 0.270
6M High / 6M Low: 0.820 0.270
High (YTD): 2024-03-05 0.820
Low (YTD): 2024-06-17 0.270
52W High: 2024-03-05 0.820
52W Low: 2024-06-17 0.270
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.571
Avg. volume 6M:   0.000
Avg. price 1Y:   0.517
Avg. volume 1Y:   0.000
Volatility 1M:   144.39%
Volatility 6M:   80.56%
Volatility 1Y:   85.37%
Volatility 3Y:   -