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Soc. Generale Call 42 SLB 21.06.2.../  DE000SV44AY1  /

Frankfurt Zert./SG
2024-06-06  9:51:32 AM Chg.-0.010 Bid10:36:49 AM Ask10:36:49 AM Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 10,000		 0.170
Ask Size: 10,000		 Schlumberger Ltd 42.00 USD 2024-06-21 Call
 

Master data

WKN: SV44AY
Issuer: Société Générale
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.07
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.11
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 0.11
Time value: 0.07
Break-even: 40.42
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.67
Theta: -0.04
Omega: 14.85
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -55.88%
1 Month
  -74.58%
3 Months
  -82.56%
YTD
  -86.36%
1 Year
  -85.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.150
1M High / 1M Low: 0.640 0.150
6M High / 6M Low: 1.250 0.150
High (YTD): 2024-04-05 1.250
Low (YTD): 2024-06-04 0.150
52W High: 2023-09-12 2.090
52W Low: 2024-06-04 0.150
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   1.212
Avg. volume 1Y:   0.000
Volatility 1M:   212.40%
Volatility 6M:   133.10%
Volatility 1Y:   110.17%
Volatility 3Y:   -