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Soc. Generale Call 38 CSX 17.01.2.../  DE000SQ86V44  /

Frankfurt Zert./SG
2024-05-31  9:51:14 PM Chg.+0.010 Bid9:58:09 PM Ask9:58:09 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 15,000		 0.130
Ask Size: 15,000		 CSX Corporation 38.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86V4
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 38.00 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: 23.93
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -0.39
Time value: 0.13
Break-even: 36.33
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.35
Theta: -0.01
Omega: 8.38
Rho: 0.06
 

Quote data

Open: 0.098
High: 0.120
Low: 0.097
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.29%
3 Months
  -70.73%
YTD
  -53.85%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: 0.410 0.100
High (YTD): 2024-03-04 0.410
Low (YTD): 2024-05-21 0.100
52W High: 2024-03-04 0.410
52W Low: 2024-05-21 0.100
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.227
Avg. volume 1Y:   0.000
Volatility 1M:   158.59%
Volatility 6M:   105.56%
Volatility 1Y:   104.54%
Volatility 3Y:   -