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Soc. Generale Call 28 CSX 17.01.2.../  DE000SQ86VZ5  /

EUWAX
2024-06-07  8:57:12 AM Chg.-0.010 Bid6:59:04 PM Ask6:59:04 PM Underlying Strike price Expiration date Option type
0.560EUR -1.75% 0.610
Bid Size: 200,000		 0.620
Ask Size: 200,000		 CSX Corporation 28.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86VZ
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 28.00 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: 5.05
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.46
Implied volatility: 0.31
Historic volatility: 0.16
Parity: 0.46
Time value: 0.14
Break-even: 31.71
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.81
Theta: -0.01
Omega: 4.11
Rho: 0.11
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.08%
1 Month
  -13.85%
3 Months
  -42.86%
YTD
  -30.00%
1 Year
  -26.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.550
1M High / 1M Low: 0.700 0.550
6M High / 6M Low: 1.030 0.550
High (YTD): 2024-03-05 1.030
Low (YTD): 2024-06-05 0.550
52W High: 2024-03-05 1.030
52W Low: 2023-10-27 0.490
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.629
Avg. volume 1M:   0.000
Avg. price 6M:   0.806
Avg. volume 6M:   0.000
Avg. price 1Y:   0.730
Avg. volume 1Y:   0.000
Volatility 1M:   79.39%
Volatility 6M:   52.45%
Volatility 1Y:   61.07%
Volatility 3Y:   -