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Soc. Generale Call 55 SLB 20.12.2.../  DE000SV451S1  /

EUWAX
12/07/2024  08:27:03 Chg.+0.020 Bid15:45:10 Ask15:45:10 Underlying Strike price Expiration date Option type
0.130EUR +18.18% 0.130
Bid Size: 300,000		 0.140
Ask Size: 300,000		 Schlumberger Ltd 55.00 USD 20/12/2024 Call
 

Master data

WKN: SV451S
Issuer: Société Générale
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.34
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -0.81
Time value: 0.14
Break-even: 51.98
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.27
Theta: -0.01
Omega: 8.24
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month  
+8.33%
3 Months
  -77.59%
YTD
  -79.37%
1 Year
  -88.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.170 0.089
6M High / 6M Low: 0.640 0.089
High (YTD): 03/01/2024 0.660
Low (YTD): 17/06/2024 0.089
52W High: 12/09/2023 1.450
52W Low: 17/06/2024 0.089
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   0.690
Avg. volume 1Y:   0.000
Volatility 1M:   208.82%
Volatility 6M:   139.84%
Volatility 1Y:   117.60%
Volatility 3Y:   -