Soc. Generale Call 32 CSX 17.01.2025
/ DE000SQ86V10
Soc. Generale Call 32 CSX 17.01.2.../ DE000SQ86V10 /
2024-06-10 8:55:58 AM |
Chg.-0.020 |
Bid10:15:02 AM |
Ask10:15:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-6.45% |
0.300 Bid Size: 15,000 |
0.340 Ask Size: 15,000 |
CSX Corporation |
32.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
SQ86V1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CSX Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 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: |
9.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.28 |
Historic volatility: |
0.16 |
Parity: |
0.07 |
Time value: |
0.26 |
Break-even: |
32.99 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
3.13% |
Delta: |
0.62 |
Theta: |
-0.01 |
Omega: |
5.75 |
Rho: |
0.09 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.62% |
1 Month |
|
|
-32.56% |
3 Months |
|
|
-59.15% |
YTD |
|
|
-46.30% |
1 Year |
|
|
-44.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.300 |
1M High / 1M Low: |
0.430 |
0.300 |
6M High / 6M Low: |
0.760 |
0.300 |
High (YTD): |
2024-03-05 |
0.760 |
Low (YTD): |
2024-06-05 |
0.300 |
52W High: |
2024-03-05 |
0.760 |
52W Low: |
2024-06-05 |
0.300 |
Avg. price 1W: |
|
0.322 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.361 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.541 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.487 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
110.26% |
Volatility 6M: |
|
69.54% |
Volatility 1Y: |
|
77.70% |
Volatility 3Y: |
|
- |