OverviewChartNewsTraderScreen

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

EUWAX
2024-06-07  9:49:51 AM Chg.0.000 Bid7:59:19 PM Ask7:59:19 PM Underlying Strike price Expiration date Option type
0.700EUR 0.00% 0.750
Bid Size: 175,000		 0.760
Ask Size: 175,000		 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: 4.04
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.43
Implied volatility: 0.54
Historic volatility: 0.16
Parity: 0.43
Time value: 0.32
Break-even: 33.50
Moneyness: 1.16
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.73
Theta: -0.01
Omega: 2.96
Rho: 0.09
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.11%
1 Month
  -11.39%
3 Months
  -38.05%
YTD
  -25.53%
1 Year
  -22.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.690
1M High / 1M Low: 0.840 0.690
6M High / 6M Low: 1.170 0.690
High (YTD): 2024-03-05 1.170
Low (YTD): 2024-06-05 0.690
52W High: 2024-03-05 1.170
52W Low: 2023-10-27 0.610
Avg. price 1W:   0.722
Avg. volume 1W:   0.000
Avg. price 1M:   0.764
Avg. volume 1M:   0.000
Avg. price 6M:   0.948
Avg. volume 6M:   0.000
Avg. price 1Y:   0.864
Avg. volume 1Y:   0.000
Volatility 1M:   64.97%
Volatility 6M:   46.78%
Volatility 1Y:   52.82%
Volatility 3Y:   -