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Soc. Generale Call 38 CSX 17.01.2.../  DE000SQ86V44  /

EUWAX
2024-06-10  8:55:58 AM Chg.-0.013 Bid5:37:56 PM Ask5:37:56 PM Underlying Strike price Expiration date Option type
0.076EUR -14.61% 0.087
Bid Size: 300,000		 0.097
Ask Size: 300,000		 CSX Corporation 38.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86V4
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 38.00 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: 31.98
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -0.49
Time value: 0.10
Break-even: 36.20
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 11.76%
Delta: 0.29
Theta: -0.01
Omega: 9.18
Rho: 0.05
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.089
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.91%
1 Month
  -52.50%
3 Months
  -78.89%
YTD
  -69.60%
1 Year
  -70.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.085
1M High / 1M Low: 0.160 0.085
6M High / 6M Low: 0.390 0.085
High (YTD): 2024-03-05 0.390
Low (YTD): 2024-06-05 0.085
52W High: 2024-03-05 0.390
52W Low: 2024-06-05 0.085
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   0.219
Avg. volume 1Y:   0.000
Volatility 1M:   191.54%
Volatility 6M:   113.13%
Volatility 1Y:   111.79%
Volatility 3Y:   -