Soc. Generale Call 130 AWK 20.12.2024
/ DE000SU2YFR2
Soc. Generale Call 130 AWK 20.12..../ DE000SU2YFR2 /
| 2024-07-30 8:26:04 AM |
Chg.-0.03 |
Bid6:53:13 PM |
Ask6:53:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-1.99% |
1.69
Bid Size: 25,000 |
1.74
Ask Size: 25,000 |
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: |
8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.05 |
| Time value: |
0.54 |
| Break-even: |
136.06 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
3.25% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
6.13 |
| Rho: |
0.32 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.99% |
| 1 Month |
|
|
+82.72% |
| 3 Months |
|
|
+127.69% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.39 |
| 1M High / 1M Low: |
1.56 |
0.70 |
| 6M High / 6M Low: |
1.56 |
0.40 |
| High (YTD): |
2024-07-25 |
1.56 |
| Low (YTD): |
2024-04-17 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.58% |
| Volatility 6M: |
|
156.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
