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Soc. Generale Call 130 AWK 20.12..../  DE000SU2YFR2  /

Frankfurt Zert./SG
2024-06-28  9:51:31 PM Chg.-0.010 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.810EUR -1.22% 0.830
Bid Size: 4,000		 0.850
Ask Size: 4,000		 American Water Works 130.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YFR
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.02
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.08
Time value: 0.86
Break-even: 129.94
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 2.38%
Delta: 0.56
Theta: -0.03
Omega: 7.84
Rho: 0.28
 

Quote data

Open: 0.810
High: 0.860
Low: 0.800
Previous Close: 0.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.74%
1 Month  
+6.58%
3 Months  
+22.73%
YTD
  -44.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.810
1M High / 1M Low: 1.110 0.760
6M High / 6M Low: 1.550 0.440
High (YTD): 2024-01-10 1.550
Low (YTD): 2024-04-16 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   0.903
Avg. volume 1M:   0.000
Avg. price 6M:   0.868
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.49%
Volatility 6M:   139.55%
Volatility 1Y:   -
Volatility 3Y:   -