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Soc. Generale Call 30 CSX 20.09.2.../  DE000SQ8Z7S2  /

EUWAX
2024-05-28  10:03:57 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.380EUR -5.00% -
Bid Size: -		 -
Ask Size: -		 CSX Corporation 30.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z7S
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.23
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.35
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 0.35
Time value: 0.08
Break-even: 31.92
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.82
Theta: -0.01
Omega: 5.95
Rho: 0.07
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -11.63%
3 Months
  -50.65%
YTD
  -35.59%
1 Year
  -20.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.470 0.350
6M High / 6M Low: 0.820 0.350
High (YTD): 2024-03-05 0.820
Low (YTD): 2024-05-22 0.350
52W High: 2024-03-05 0.820
52W Low: 2023-11-01 0.320
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.421
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   0.000
Avg. price 1Y:   0.533
Avg. volume 1Y:   0.000
Volatility 1M:   112.65%
Volatility 6M:   76.75%
Volatility 1Y:   81.17%
Volatility 3Y:   -