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

Frankfurt Zert./SG
09/10/2024  20:04:35 Chg.-0.120 Bid20:55:04 Ask20:55:04 Underlying Strike price Expiration date Option type
2.070EUR -5.48% 2.060
Bid Size: 20,000		 2.100
Ask Size: 20,000		 American Water Works 125.00 USD 19/12/2025 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: 19/12/2025
Issue date: 19/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.64
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 1.13
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 1.13
Time value: 1.09
Break-even: 136.09
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.83%
Delta: 0.73
Theta: -0.02
Omega: 4.13
Rho: 0.83
 

Quote data

Open: 2.030
High: 2.150
Low: 2.030
Previous Close: 2.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month
  -26.07%
3 Months  
+4.55%
YTD
  -12.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.790 2.150
1M High / 1M Low: 3.040 2.150
6M High / 6M Low: 3.040 1.270
High (YTD): 17/09/2024 3.040
Low (YTD): 16/04/2024 1.270
52W High: - -
52W Low: - -
Avg. price 1W:   2.472
Avg. volume 1W:   0.000
Avg. price 1M:   2.730
Avg. volume 1M:   0.000
Avg. price 6M:   2.242
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.07%
Volatility 6M:   80.12%
Volatility 1Y:   -
Volatility 3Y:   -