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

EUWAX
2024-06-07  8:57:10 AM Chg.0.000 Bid4:38:23 PM Ask4:38:23 PM Underlying Strike price Expiration date Option type
0.310EUR 0.00% 0.350
Bid Size: 250,000		 0.360
Ask Size: 250,000		 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: 0.310
Low: 0.310
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -20.51%
3 Months
  -56.94%
YTD
  -42.59%
1 Year
  -42.59%
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:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.542
Avg. volume 6M:   0.000
Avg. price 1Y:   0.488
Avg. volume 1Y:   0.000
Volatility 1M:   108.31%
Volatility 6M:   71.24%
Volatility 1Y:   77.53%
Volatility 3Y:   -