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Soc. Generale Call 125 AWK 19.12..../  DE000SU50PH3  /

Frankfurt Zert./SG
8/2/2024  7:57:24 PM Chg.+0.050 Bid8:04:43 PM Ask8:04:43 PM Underlying Strike price Expiration date Option type
2.860EUR +1.78% 2.860
Bid Size: 25,000		 2.910
Ask Size: 25,000		 American Water Works 125.00 USD 12/19/2025 Call
 

Master data

WKN: SU50PH
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 12/19/2025
Issue date: 12/19/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.70
Leverage: Yes

Calculated values

Fair value: 2.70
Intrinsic value: 1.81
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 1.81
Time value: 1.04
Break-even: 144.39
Moneyness: 1.16
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 1.79%
Delta: 0.80
Theta: -0.02
Omega: 3.76
Rho: 1.09
 

Quote data

Open: 2.760
High: 3.070
Low: 2.750
Previous Close: 2.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.92%
1 Month  
+52.13%
3 Months  
+58.01%
YTD  
+21.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.810 2.630
1M High / 1M Low: 2.810 1.840
6M High / 6M Low: 2.810 1.270
High (YTD): 8/1/2024 2.810
Low (YTD): 4/16/2024 1.270
52W High: - -
52W Low: - -
Avg. price 1W:   2.702
Avg. volume 1W:   0.000
Avg. price 1M:   2.386
Avg. volume 1M:   0.000
Avg. price 6M:   1.840
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.12%
Volatility 6M:   83.89%
Volatility 1Y:   -
Volatility 3Y:   -