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

Frankfurt Zert./SG
2024-06-28  9:36:02 PM Chg.-0.040 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
1.390EUR -2.80% 1.420
Bid Size: 3,000		 1.450
Ask Size: 3,000		 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: 8.26
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.85
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.85
Time value: 0.61
Break-even: 126.60
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 2.10%
Delta: 0.72
Theta: -0.03
Omega: 5.97
Rho: 0.35
 

Quote data

Open: 1.390
High: 1.430
Low: 1.380
Previous Close: 1.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.03%
1 Month  
+6.11%
3 Months  
+25.23%
YTD
  -31.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.660 1.390
1M High / 1M Low: 1.760 1.310
6M High / 6M Low: 2.130 0.790
High (YTD): 2024-01-10 2.130
Low (YTD): 2024-04-16 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   1.480
Avg. volume 1W:   0.000
Avg. price 1M:   1.513
Avg. volume 1M:   0.000
Avg. price 6M:   1.369
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.31%
Volatility 6M:   110.71%
Volatility 1Y:   -
Volatility 3Y:   -