OverviewChartNewsTraderScreen

Soc. Generale Call 34 CSX 17.01.2.../  DE000SQ86V28  /

Frankfurt Zert./SG
2024-05-28  9:49:23 PM Chg.+0.010 Bid9:58:28 PM Ask9:58:28 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% -
Bid Size: -		 -
Ask Size: -		 CSX Corporation 34.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86V2
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 34.00 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: 11.11
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -0.02
Time value: 0.28
Break-even: 34.10
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.58
Theta: -0.01
Omega: 6.39
Rho: 0.10
 

Quote data

Open: 0.240
High: 0.280
Low: 0.240
Previous Close: 0.260
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -10.00%
3 Months
  -55.74%
YTD
  -37.21%
1 Year
  -22.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.340 0.240
6M High / 6M Low: 0.630 0.240
High (YTD): 2024-03-04 0.630
Low (YTD): 2024-05-21 0.240
52W High: 2024-03-04 0.630
52W Low: 2023-11-01 0.230
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.292
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   129.72%
Volatility 6M:   90.69%
Volatility 1Y:   90.66%
Volatility 3Y:   -