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

EUWAX
2024-05-28  8:53:01 AM Chg.- Bid7:48:04 AM Ask7:48:04 AM Underlying Strike price Expiration date Option type
0.470EUR - 0.470
Bid Size: 15,000		 0.530
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: 5.98
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.35
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 0.35
Time value: 0.17
Break-even: 32.82
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.77
Theta: -0.01
Omega: 4.61
Rho: 0.12
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month
  -12.96%
3 Months
  -44.05%
YTD
  -28.79%
1 Year
  -11.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.450
1M High / 1M Low: 0.570 0.450
6M High / 6M Low: 0.890 0.450
High (YTD): 2024-03-05 0.890
Low (YTD): 2024-05-22 0.450
52W High: 2024-03-05 0.890
52W Low: 2023-10-27 0.390
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   0.676
Avg. volume 6M:   0.000
Avg. price 1Y:   0.606
Avg. volume 1Y:   0.000
Volatility 1M:   84.82%
Volatility 6M:   62.12%
Volatility 1Y:   66.90%
Volatility 3Y:   -