Soc. Generale Call 38 CSX 17.01.2025
/ DE000SQ86V44
Soc. Generale Call 38 CSX 17.01.2.../ DE000SQ86V44 /
2024-06-20 8:55:22 AM |
Chg.+0.003 |
Bid2:21:09 PM |
Ask2:21:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.094EUR |
+3.30% |
0.092 Bid Size: 15,000 |
0.110 Ask Size: 15,000 |
CSX Corporation |
38.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
SQ86V4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CSX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-02-16 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
-0.46 |
Time value: |
0.11 |
Break-even: |
36.46 |
Moneyness: |
0.87 |
Premium: |
0.19 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
10.00% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
8.64 |
Rho: |
0.05 |
Quote data
Open: |
0.094 |
High: |
0.094 |
Low: |
0.094 |
Previous Close: |
0.091 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.08% |
1 Month |
|
|
-14.55% |
3 Months |
|
|
-67.59% |
YTD |
|
|
-62.40% |
1 Year |
|
|
-66.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.091 |
0.062 |
1M High / 1M Low: |
0.130 |
0.062 |
6M High / 6M Low: |
0.390 |
0.062 |
High (YTD): |
2024-03-05 |
0.390 |
Low (YTD): |
2024-06-17 |
0.062 |
52W High: |
2024-03-05 |
0.390 |
52W Low: |
2024-06-17 |
0.062 |
Avg. price 1W: |
|
0.075 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.229 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.213 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
212.33% |
Volatility 6M: |
|
122.83% |
Volatility 1Y: |
|
116.96% |
Volatility 3Y: |
|
- |