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

Frankfurt Zert./SG
2024-06-07  9:44:11 PM Chg.-0.010 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.320
Bid Size: 15,000		 0.330
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: 8.91
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.09
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 0.09
Time value: 0.25
Break-even: 32.78
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.64
Theta: -0.01
Omega: 5.68
Rho: 0.10
 

Quote data

Open: 0.310
High: 0.350
Low: 0.310
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month
  -27.27%
3 Months
  -57.89%
YTD
  -41.82%
1 Year
  -39.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.320
1M High / 1M Low: 0.460 0.320
6M High / 6M Low: 0.790 0.320
High (YTD): 2024-03-04 0.790
Low (YTD): 2024-06-07 0.320
52W High: 2024-03-04 0.790
52W Low: 2023-11-01 0.310
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   0.000
Avg. price 1Y:   0.494
Avg. volume 1Y:   0.000
Volatility 1M:   97.81%
Volatility 6M:   71.63%
Volatility 1Y:   78.78%
Volatility 3Y:   -