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Soc. Generale Call 28 CSX 17.01.2.../  DE000SQ86VZ5  /

Frankfurt Zert./SG
2024-05-29  8:55:22 AM Chg.-0.040 Bid2024-05-29 Ask2024-05-29 Underlying Strike price Expiration date Option type
0.600EUR -6.25% 0.600
Bid Size: 10,000		 0.670
Ask Size: 10,000		 CSX Corporation 28.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86VZ
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 28.00 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: 4.71
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.53
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 0.53
Time value: 0.13
Break-even: 32.38
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.85
Theta: -0.01
Omega: 3.98
Rho: 0.13
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -14.29%
3 Months
  -43.40%
YTD
  -25.00%
1 Year
  -6.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.630
1M High / 1M Low: 0.730 0.610
6M High / 6M Low: 1.090 0.600
High (YTD): 2024-02-23 1.090
Low (YTD): 2024-05-21 0.610
52W High: 2024-02-23 1.090
52W Low: 2023-10-27 0.490
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.676
Avg. volume 1M:   0.000
Avg. price 6M:   0.836
Avg. volume 6M:   0.000
Avg. price 1Y:   0.743
Avg. volume 1Y:   0.000
Volatility 1M:   70.52%
Volatility 6M:   56.09%
Volatility 1Y:   59.23%
Volatility 3Y:   -