OverviewChartNewsTraderScreen

Soc. Generale Call 26 CSX 17.01.2.../  DE000SV1GKT6  /

Frankfurt Zert./SG
2024-06-07  9:44:35 PM Chg.-0.010 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.730EUR -1.35% 0.730
Bid Size: 10,000		 0.740
Ask Size: 10,000		 CSX Corporation 26.00 - 2025-01-17 Call
 

Master data

WKN: SV1GKT
Issuer: Société Générale
Currency: EUR
Underlying: CSX Corporation
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2025-01-17
Issue date: 2023-02-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.10
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.43
Implied volatility: 0.53
Historic volatility: 0.16
Parity: 0.43
Time value: 0.31
Break-even: 33.40
Moneyness: 1.17
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.74
Theta: -0.01
Omega: 3.02
Rho: 0.09
 

Quote data

Open: 0.700
High: 0.770
Low: 0.700
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.75%
1 Month
  -16.09%
3 Months
  -40.16%
YTD
  -22.34%
1 Year
  -17.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.730
1M High / 1M Low: 0.890 0.730
6M High / 6M Low: 1.240 0.730
High (YTD): 2024-03-04 1.240
Low (YTD): 2024-06-07 0.730
52W High: 2024-03-04 1.240
52W Low: 2023-10-27 0.610
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.802
Avg. volume 1M:   0.000
Avg. price 6M:   0.979
Avg. volume 6M:   0.000
Avg. price 1Y:   0.879
Avg. volume 1Y:   0.000
Volatility 1M:   59.58%
Volatility 6M:   47.36%
Volatility 1Y:   54.41%
Volatility 3Y:   -