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Soc. Generale Call 120 AWK 20.12..../  DE000SU2YFQ4  /

Frankfurt Zert./SG
2024-07-30  6:08:49 PM Chg.+0.110 Bid6:51:39 PM Ask6:51:39 PM Underlying Strike price Expiration date Option type
2.400EUR +4.80% 2.430
Bid Size: 20,000		 2.490
Ask Size: 20,000		 American Water Works 120.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YFQ
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.61
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 1.97
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 1.97
Time value: 0.36
Break-even: 134.21
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 2.64%
Delta: 0.85
Theta: -0.03
Omega: 4.79
Rho: 0.35
 

Quote data

Open: 2.210
High: 2.400
Low: 2.200
Previous Close: 2.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month  
+72.66%
3 Months  
+103.39%
YTD  
+18.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.350 2.170
1M High / 1M Low: 2.380 1.290
6M High / 6M Low: 2.380 0.790
High (YTD): 2024-07-17 2.380
Low (YTD): 2024-04-16 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   2.270
Avg. volume 1W:   0.000
Avg. price 1M:   1.907
Avg. volume 1M:   0.000
Avg. price 6M:   1.395
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.26%
Volatility 6M:   114.25%
Volatility 1Y:   -
Volatility 3Y:   -