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

EUWAX
2024-06-10  8:55:58 AM Chg.-0.010 Bid10:15:03 AM Ask10:15:03 AM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.200
Bid Size: 15,000		 0.230
Ask Size: 15,000		 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: 13.21
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -0.12
Time value: 0.23
Break-even: 33.84
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.51
Theta: -0.01
Omega: 6.77
Rho: 0.08
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -35.48%
3 Months
  -64.91%
YTD
  -53.49%
1 Year
  -52.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.320 0.210
6M High / 6M Low: 0.610 0.210
High (YTD): 2024-03-05 0.610
Low (YTD): 2024-06-07 0.210
52W High: 2024-03-05 0.610
52W Low: 2024-06-07 0.210
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.378
Avg. volume 1Y:   0.000
Volatility 1M:   133.85%
Volatility 6M:   82.81%
Volatility 1Y:   89.28%
Volatility 3Y:   -