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

EUWAX
2024-06-10  8:55:58 AM Chg.-0.020 Bid4:40:56 PM Ask4:40:56 PM Underlying Strike price Expiration date Option type
0.540EUR -3.57% 0.580
Bid Size: 200,000		 0.590
Ask Size: 200,000		 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: 5.15
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.44
Implied volatility: 0.31
Historic volatility: 0.16
Parity: 0.44
Time value: 0.15
Break-even: 31.88
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.80
Theta: -0.01
Omega: 4.14
Rho: 0.11
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -22.86%
3 Months
  -44.33%
YTD
  -32.50%
1 Year
  -27.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.550
1M High / 1M Low: 0.700 0.550
6M High / 6M Low: 1.030 0.550
High (YTD): 2024-03-05 1.030
Low (YTD): 2024-06-05 0.550
52W High: 2024-03-05 1.030
52W Low: 2023-10-27 0.490
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   0.805
Avg. volume 6M:   0.000
Avg. price 1Y:   0.729
Avg. volume 1Y:   0.000
Volatility 1M:   80.90%
Volatility 6M:   51.74%
Volatility 1Y:   61.27%
Volatility 3Y:   -