OverviewChartNewsTraderScreen

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

EUWAX
2024-05-29  8:55:23 AM Chg.0.000 Bid10:03:11 AM Ask10:03:11 AM Underlying Strike price Expiration date Option type
0.600EUR 0.00% 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: 4.75
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.51
Implied volatility: 0.32
Historic volatility: 0.16
Parity: 0.51
Time value: 0.14
Break-even: 32.30
Moneyness: 1.20
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.82
Theta: -0.01
Omega: 3.91
Rho: 0.12
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month
  -11.76%
3 Months
  -38.14%
YTD
  -25.00%
1 Year
  -6.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.580
1M High / 1M Low: 0.700 0.580
6M High / 6M Low: 1.030 0.580
High (YTD): 2024-03-05 1.030
Low (YTD): 2024-05-22 0.580
52W High: 2024-03-05 1.030
52W Low: 2023-10-27 0.490
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   0.000
Avg. price 1Y:   0.733
Avg. volume 1Y:   0.000
Volatility 1M:   74.79%
Volatility 6M:   54.37%
Volatility 1Y:   60.71%
Volatility 3Y:   -