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

Frankfurt Zert./SG
2024-05-31  9:42:01 PM Chg.+0.020 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
0.800EUR +2.56% 0.810
Bid Size: 10,000		 0.820
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: 3.75
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.51
Implied volatility: 0.56
Historic volatility: 0.16
Parity: 0.51
Time value: 0.32
Break-even: 34.30
Moneyness: 1.20
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.75
Theta: -0.01
Omega: 2.82
Rho: 0.10
 

Quote data

Open: 0.730
High: 0.800
Low: 0.730
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.23%
1 Month     0.00%
3 Months
  -35.48%
YTD
  -14.89%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.770
1M High / 1M Low: 0.890 0.750
6M High / 6M Low: 1.240 0.750
High (YTD): 2024-03-04 1.240
Low (YTD): 2024-05-21 0.750
52W High: 2024-03-04 1.240
52W Low: 2023-10-27 0.610
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.821
Avg. volume 1M:   0.000
Avg. price 6M:   0.984
Avg. volume 6M:   0.000
Avg. price 1Y:   0.881
Avg. volume 1Y:   0.000
Volatility 1M:   58.02%
Volatility 6M:   47.28%
Volatility 1Y:   54.51%
Volatility 3Y:   -