OverviewChartNewsTraderScreen

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

EUWAX
2024-06-07  8:57:10 AM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.310EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 9.19
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.07
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 0.07
Time value: 0.26
Break-even: 32.93
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.63
Theta: -0.01
Omega: 5.74
Rho: 0.10
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -22.50%
3 Months
  -56.34%
YTD
  -42.59%
1 Year
  -41.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.430 0.300
6M High / 6M Low: 0.760 0.300
High (YTD): 2024-03-05 0.760
Low (YTD): 2024-06-05 0.300
52W High: 2024-03-05 0.760
52W Low: 2024-06-05 0.300
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.540
Avg. volume 6M:   0.000
Avg. price 1Y:   0.487
Avg. volume 1Y:   0.000
Volatility 1M:   107.70%
Volatility 6M:   69.94%
Volatility 1Y:   77.51%
Volatility 3Y:   -