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Soc. Generale Call 34 CSX 17.01.2.../  DE000SQ86V28  /

Frankfurt Zert./SG
2024-06-07  9:42:27 PM Chg.-0.010 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 15,000		 0.230
Ask Size: 15,000		 CSX Corporation 34.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86V2
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 34.00 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: 12.62
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -0.09
Time value: 0.24
Break-even: 33.62
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.53
Theta: -0.01
Omega: 6.65
Rho: 0.08
 

Quote data

Open: 0.210
High: 0.240
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month
  -26.67%
3 Months
  -62.71%
YTD
  -48.84%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.340 0.220
6M High / 6M Low: 0.630 0.220
High (YTD): 2024-03-04 0.630
Low (YTD): 2024-06-04 0.220
52W High: 2024-03-04 0.630
52W Low: 2024-06-04 0.220
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   0.385
Avg. volume 1Y:   0.000
Volatility 1M:   131.75%
Volatility 6M:   86.96%
Volatility 1Y:   91.21%
Volatility 3Y:   -