Soc. Generale Call 130 AWK 19.06..../  DE000SU550B7  /

EUWAX
30/07/2024  09:33:59 Chg.-0.02 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
2.58EUR -0.77% -
Bid Size: -
-
Ask Size: -
American Water Works 130.00 USD 19/06/2026 Call
 

Master data

WKN: SU550B
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 19/06/2026
Issue date: 21/12/2023
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.88
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 1.05
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 1.05
Time value: 1.63
Break-even: 146.96
Moneyness: 1.09
Premium: 0.12
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 1.90%
Delta: 0.73
Theta: -0.02
Omega: 3.58
Rho: 1.30
 

Quote data

Open: 2.58
High: 2.58
Low: 2.58
Previous Close: 2.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.98%
1 Month  
+34.38%
3 Months  
+54.49%
YTD  
+5.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.63 2.51
1M High / 1M Low: 2.67 1.82
6M High / 6M Low: 2.67 1.35
High (YTD): 18/07/2024 2.67
Low (YTD): 17/04/2024 1.35
52W High: - -
52W Low: - -
Avg. price 1W:   2.57
Avg. volume 1W:   0.00
Avg. price 1M:   2.27
Avg. volume 1M:   0.00
Avg. price 6M:   1.83
Avg. volume 6M:   6.71
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.82%
Volatility 6M:   76.39%
Volatility 1Y:   -
Volatility 3Y:   -