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Soc. Generale Call 36 CSX 17.01.2.../  DE000SQ86V36  /

Frankfurt Zert./SG
2024-05-28  9:43:52 PM Chg.0.000 Bid8:00:00 AM Ask8:00:00 AM Underlying Strike price Expiration date Option type
0.180EUR 0.00% 0.160
Bid Size: 15,000		 0.200
Ask Size: 15,000		 CSX Corporation 36.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86V3
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 36.00 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: 15.55
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -0.20
Time value: 0.20
Break-even: 35.15
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.46
Theta: -0.01
Omega: 7.21
Rho: 0.08
 

Quote data

Open: 0.160
High: 0.190
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -21.74%
3 Months
  -64.00%
YTD
  -47.06%
1 Year
  -35.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.240 0.160
6M High / 6M Low: 0.520 0.160
High (YTD): 2024-03-04 0.520
Low (YTD): 2024-05-21 0.160
52W High: 2024-03-04 0.520
52W Low: 2024-05-21 0.160
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   148.80%
Volatility 6M:   103.20%
Volatility 1Y:   99.57%
Volatility 3Y:   -