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Soc. Generale Call 30 CSX 17.01.2.../  DE000SQ86V02  /

Frankfurt Zert./SG
2024-06-10  1:25:44 PM Chg.-0.020 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.420EUR -4.55% 0.420
Bid Size: 15,000		 0.470
Ask Size: 15,000		 CSX Corporation 30.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86V0
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 30.00 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: 6.75
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.26
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 0.26
Time value: 0.19
Break-even: 32.33
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.72
Theta: -0.01
Omega: 4.89
Rho: 0.11
 

Quote data

Open: 0.410
High: 0.420
Low: 0.410
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -28.81%
3 Months
  -53.85%
YTD
  -37.31%
1 Year
  -32.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.440
1M High / 1M Low: 0.590 0.440
6M High / 6M Low: 0.930 0.440
High (YTD): 2024-03-04 0.930
Low (YTD): 2024-06-07 0.440
52W High: 2024-03-04 0.930
52W Low: 2023-11-01 0.400
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.502
Avg. volume 1M:   0.000
Avg. price 6M:   0.685
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   80.83%
Volatility 6M:   59.72%
Volatility 1Y:   66.29%
Volatility 3Y:   -