Soc. Generale Call 120 AWK 20.12.2024
/ DE000SU2YFQ4
Soc. Generale Call 120 AWK 20.12..../ DE000SU2YFQ4 /
12/07/2024 08:26:35 |
Chg.+0.32 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.85EUR |
+20.92% |
- Bid Size: - |
- Ask Size: - |
American Water Works |
120.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
29/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.49 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
1.49 |
Time value: |
0.45 |
Break-even: |
129.75 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.05 |
Spread %: |
2.65% |
Delta: |
0.81 |
Theta: |
-0.03 |
Omega: |
5.20 |
Rho: |
0.36 |
Quote data
Open: |
1.85 |
High: |
1.85 |
Low: |
1.85 |
Previous Close: |
1.53 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+43.41% |
1 Month |
|
|
+40.15% |
3 Months |
|
|
+117.65% |
YTD |
|
|
-10.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.44 |
1.29 |
1M High / 1M Low: |
1.58 |
1.27 |
6M High / 6M Low: |
1.93 |
0.71 |
High (YTD): |
10/01/2024 |
2.15 |
Low (YTD): |
17/04/2024 |
0.71 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.27 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.08% |
Volatility 6M: |
|
123.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |