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

EUWAX
05/07/2024  09:27:27 Chg.+0.02 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
1.96EUR +1.03% -
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: 5.60
Leverage: Yes

Calculated values

Fair value: 1.71
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.00
Time value: 2.14
Break-even: 141.33
Moneyness: 1.00
Premium: 0.18
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.90%
Delta: 0.65
Theta: -0.02
Omega: 3.62
Rho: 1.10
 

Quote data

Open: 1.96
High: 1.96
Low: 1.96
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.08%
1 Month
  -2.00%
3 Months  
+24.84%
YTD
  -20.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.82
1M High / 1M Low: 2.05 1.82
6M High / 6M Low: 2.53 1.35
High (YTD): 10/01/2024 2.53
Low (YTD): 17/04/2024 1.35
52W High: - -
52W Low: - -
Avg. price 1W:   1.89
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   1.80
Avg. volume 6M:   6.71
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.62%
Volatility 6M:   74.85%
Volatility 1Y:   -
Volatility 3Y:   -