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

EUWAX
8/9/2024  8:26:29 AM Chg.+0.010 Bid8:17:25 PM Ask8:17:25 PM Underlying Strike price Expiration date Option type
0.086EUR +13.16% 0.078
Bid Size: 300,000		 0.088
Ask Size: 300,000		 Schlumberger Ltd 55.00 USD 12/20/2024 Call
 

Master data

WKN: SV451S
Issuer: Société Générale
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.84
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -1.04
Time value: 0.10
Break-even: 51.37
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 11.36%
Delta: 0.21
Theta: -0.01
Omega: 8.47
Rho: 0.03
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.076
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.33%
1 Month
  -33.85%
3 Months
  -62.61%
YTD
  -86.35%
1 Year
  -93.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.076
1M High / 1M Low: 0.210 0.076
6M High / 6M Low: 0.640 0.076
High (YTD): 1/3/2024 0.660
Low (YTD): 8/8/2024 0.076
52W High: 9/12/2023 1.450
52W Low: 8/8/2024 0.076
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   209.91%
Volatility 6M:   153.97%
Volatility 1Y:   129.94%
Volatility 3Y:   -