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Soc. Generale Call 30 CSX 20.09.2.../  DE000SQ8Z7S2  /

EUWAX
7/24/2024  9:53:10 AM Chg.-0.070 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.350EUR -16.67% -
Bid Size: -		 -
Ask Size: -		 CSX Corporation 30.00 USD 9/20/2024 Call
 

Master data

WKN: SQ8Z7S
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.95
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.34
Implied volatility: 0.33
Historic volatility: 0.16
Parity: 0.34
Time value: 0.05
Break-even: 31.55
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.83
Theta: -0.01
Omega: 6.63
Rho: 0.03
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -2.78%
3 Months
  -23.91%
YTD
  -40.68%
1 Year
  -38.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.350
1M High / 1M Low: 0.490 0.310
6M High / 6M Low: 0.820 0.270
High (YTD): 3/5/2024 0.820
Low (YTD): 6/17/2024 0.270
52W High: 3/5/2024 0.820
52W Low: 6/17/2024 0.270
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   0.496
Avg. volume 1Y:   0.000
Volatility 1M:   158.43%
Volatility 6M:   101.00%
Volatility 1Y:   93.86%
Volatility 3Y:   -