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Soc. Generale Call 40 SLB 21.06.2.../  DE000SQ6BS79  /

EUWAX
2024-06-06  8:23:08 AM Chg.0.000 Bid6:20:52 PM Ask6:20:52 PM Underlying Strike price Expiration date Option type
0.300EUR 0.00% 0.310
Bid Size: 125,000		 0.320
Ask Size: 125,000		 Schlumberger Ltd 40.00 USD 2024-06-21 Call
 

Master data

WKN: SQ6BS7
Issuer: Société Générale
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-06-21
Issue date: 2022-12-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.04
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.29
Implied volatility: 0.41
Historic volatility: 0.24
Parity: 0.29
Time value: 0.04
Break-even: 40.09
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.84
Theta: -0.03
Omega: 10.06
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -58.33%
3 Months
  -69.70%
YTD
  -75.81%
1 Year
  -72.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.300
1M High / 1M Low: 0.790 0.300
6M High / 6M Low: 1.400 0.300
High (YTD): 2024-04-02 1.370
Low (YTD): 2024-06-05 0.300
52W High: 2023-09-12 2.240
52W Low: 2024-06-05 0.300
Avg. price 1W:   0.402
Avg. volume 1W:   9,056.800
Avg. price 1M:   0.632
Avg. volume 1M:   1,968.870
Avg. price 6M:   0.997
Avg. volume 6M:   362.272
Avg. price 1Y:   1.355
Avg. volume 1Y:   176.891
Volatility 1M:   133.72%
Volatility 6M:   104.52%
Volatility 1Y:   91.65%
Volatility 3Y:   -