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Soc. Generale Call 120 AWK 19.12..../  DE000SU50WW8  /

Frankfurt Zert./SG
2024-07-31  8:48:55 AM Chg.-0.010 Bid9:03:44 AM Ask9:03:44 AM Underlying Strike price Expiration date Option type
3.040EUR -0.33% 3.010
Bid Size: 3,000		 3.190
Ask Size: 3,000		 American Water Works 120.00 USD 2025-12-19 Call
 

Master data

WKN: SU50WW
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-19
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 2.79
Intrinsic value: 1.97
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 1.97
Time value: 1.01
Break-even: 140.71
Moneyness: 1.18
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 1.71%
Delta: 0.81
Theta: -0.02
Omega: 3.55
Rho: 1.06
 

Quote data

Open: 3.040
High: 3.040
Low: 3.040
Previous Close: 3.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.00%
1 Month  
+43.40%
3 Months  
+59.16%
YTD  
+16.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.050 2.800
1M High / 1M Low: 3.050 2.110
6M High / 6M Low: 3.050 1.490
High (YTD): 2024-07-30 3.050
Low (YTD): 2024-03-25 1.490
52W High: - -
52W Low: - -
Avg. price 1W:   2.952
Avg. volume 1W:   0.000
Avg. price 1M:   2.632
Avg. volume 1M:   0.000
Avg. price 6M:   2.085
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.49%
Volatility 6M:   78.17%
Volatility 1Y:   -
Volatility 3Y:   -