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Soc. Generale Call 135 AWK 19.06..../  DE000SU55PY7  /

Frankfurt Zert./SG
10/9/2024  4:20:16 PM Chg.-0.070 Bid4:39:34 PM Ask4:39:34 PM Underlying Strike price Expiration date Option type
1.910EUR -3.54% 1.920
Bid Size: 20,000		 1.960
Ask Size: 20,000		 American Water Works 135.00 USD 6/19/2026 Call
 

Master data

WKN: SU55PY
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 6/19/2026
Issue date: 12/21/2023
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.23
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 0.22
Implied volatility: 0.24
Historic volatility: 0.19
Parity: 0.22
Time value: 1.79
Break-even: 143.10
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.03%
Delta: 0.65
Theta: -0.02
Omega: 4.06
Rho: 1.04
 

Quote data

Open: 1.840
High: 2.000
Low: 1.840
Previous Close: 1.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.51%
1 Month
  -23.60%
3 Months  
+6.11%
YTD
  -12.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.530 1.950
1M High / 1M Low: 2.710 1.950
6M High / 6M Low: 2.710 1.260
High (YTD): 9/17/2024 2.710
Low (YTD): 3/25/2024 1.240
52W High: - -
52W Low: - -
Avg. price 1W:   2.232
Avg. volume 1W:   0.000
Avg. price 1M:   2.438
Avg. volume 1M:   0.000
Avg. price 6M:   2.030
Avg. volume 6M:   52.500
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.98%
Volatility 6M:   78.08%
Volatility 1Y:   -
Volatility 3Y:   -