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Soc. Generale Call 130 AWK 19.12..../  DE000SU50L18  /

Frankfurt Zert./SG
10/11/2024  5:58:50 PM Chg.+0.110 Bid6:47:01 PM Ask6:47:01 PM Underlying Strike price Expiration date Option type
1.920EUR +6.08% 1.930
Bid Size: 20,000		 1.970
Ask Size: 20,000		 American Water Works 130.00 USD 12/19/2025 Call
 

Master data

WKN: SU50L1
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 130.00 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: 6.81
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.57
Implied volatility: 0.24
Historic volatility: 0.19
Parity: 0.57
Time value: 1.26
Break-even: 137.20
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.23%
Delta: 0.68
Theta: -0.02
Omega: 4.60
Rho: 0.78
 

Quote data

Open: 1.690
High: 1.920
Low: 1.680
Previous Close: 1.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -25.87%
3 Months  
+1.05%
YTD
  -9.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.240 1.810
1M High / 1M Low: 2.700 1.810
6M High / 6M Low: 2.700 1.130
High (YTD): 9/17/2024 2.700
Low (YTD): 3/25/2024 1.100
52W High: - -
52W Low: - -
Avg. price 1W:   1.928
Avg. volume 1W:   0.000
Avg. price 1M:   2.344
Avg. volume 1M:   0.000
Avg. price 6M:   1.984
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.00%
Volatility 6M:   84.02%
Volatility 1Y:   -
Volatility 3Y:   -