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Soc. Generale Call 32 CSX 17.01.2.../  DE000SQ86V10  /

Frankfurt Zert./SG
2024-05-31  9:51:42 PM Chg.+0.030 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.390EUR +8.33% 0.390
Bid Size: 15,000		 0.400
Ask Size: 15,000		 CSX Corporation 32.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86V1
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 32.00 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: 7.78
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.16
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 0.16
Time value: 0.24
Break-even: 33.50
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.67
Theta: -0.01
Omega: 5.25
Rho: 0.11
 

Quote data

Open: 0.340
High: 0.390
Low: 0.330
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -29.09%
1 Year
  -17.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.360
1M High / 1M Low: 0.460 0.350
6M High / 6M Low: 0.790 0.350
High (YTD): 2024-03-04 0.790
Low (YTD): 2024-05-21 0.350
52W High: 2024-03-04 0.790
52W Low: 2023-11-01 0.310
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   0.561
Avg. volume 6M:   0.000
Avg. price 1Y:   0.497
Avg. volume 1Y:   0.000
Volatility 1M:   91.69%
Volatility 6M:   70.60%
Volatility 1Y:   78.43%
Volatility 3Y:   -