Soc. Generale Call 36 CSX 17.01.2.../  DE000SQ86V36  /

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
0.140EUR 0.00% -
Bid Size: -
-
Ask Size: -
CSX Corporation 36.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86V3
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 36.00 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: 18.93
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -0.28
Time value: 0.16
Break-even: 34.65
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.41
Theta: -0.01
Omega: 7.78
Rho: 0.07
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -33.33%
3 Months
  -69.57%
YTD
  -58.82%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.230 0.140
6M High / 6M Low: 0.500 0.140
High (YTD): 2024-03-05 0.500
Low (YTD): 2024-06-07 0.140
52W High: 2024-03-05 0.500
52W Low: 2024-06-07 0.140
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   0.294
Avg. volume 1Y:   0.000
Volatility 1M:   150.08%
Volatility 6M:   96.96%
Volatility 1Y:   102.32%
Volatility 3Y:   -