Soc. Generale Call 120 AWK 20.12.2024
/ DE000SU2YFQ4
Soc. Generale Call 120 AWK 20.12..../ DE000SU2YFQ4 /
| 2024-06-27 8:26:26 AM |
Chg.0.00 |
Bid12:21:19 PM |
Ask12:21:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
0.00% |
1.40
Bid Size: 3,000 |
1.54
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: |
8.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.90 |
| Time value: |
0.59 |
| Break-even: |
127.26 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.05% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
5.95 |
| Rho: |
0.36 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.15% |
| 1 Month |
|
|
+1.46% |
| 3 Months |
|
|
+59.77% |
| YTD |
|
|
-32.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.39 |
| 1M High / 1M Low: |
1.68 |
1.11 |
| 6M High / 6M Low: |
2.15 |
0.71 |
| High (YTD): |
2024-01-10 |
2.15 |
| Low (YTD): |
2024-04-17 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.35% |
| Volatility 6M: |
|
122.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
