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Soc. Generale Call 45 SLB 20.12.2.../  DE000SV451Q5  /

Frankfurt Zert./SG
9/13/2024  9:36:19 PM Chg.0.000 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 15,000		 0.120
Ask Size: 15,000		 Schlumberger Ltd 45.00 USD 12/20/2024 Call
 

Master data

WKN: SV451Q
Issuer: Société Générale
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.94
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -0.47
Time value: 0.12
Break-even: 41.82
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.31
Theta: -0.01
Omega: 9.15
Rho: 0.03
 

Quote data

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

Performance

1 Week
  -21.43%
1 Month
  -60.71%
3 Months
  -64.52%
YTD
  -90.18%
1 Year
  -94.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.330 0.110
6M High / 6M Low: 1.220 0.110
High (YTD): 4/5/2024 1.220
Low (YTD): 9/13/2024 0.110
52W High: 9/18/2023 2.030
52W Low: 9/13/2024 0.110
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.574
Avg. volume 6M:   0.000
Avg. price 1Y:   0.903
Avg. volume 1Y:   0.000
Volatility 1M:   137.14%
Volatility 6M:   129.34%
Volatility 1Y:   111.32%
Volatility 3Y:   -