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Soc. Generale Call 135 AWK 19.12..../  DE000SU501S4  /

Frankfurt Zert./SG
10/8/2024  6:51:30 PM Chg.+0.040 Bid10/8/2024 Ask10/8/2024 Underlying Strike price Expiration date Option type
1.650EUR +2.48% 1.650
Bid Size: 20,000		 1.680
Ask Size: 20,000		 American Water Works 135.00 USD 12/19/2025 Call
 

Master data

WKN: SU501S
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 135.00 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: 7.47
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.18
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.18
Time value: 1.49
Break-even: 139.71
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 1.83%
Delta: 0.63
Theta: -0.02
Omega: 4.71
Rho: 0.74
 

Quote data

Open: 1.510
High: 1.680
Low: 1.500
Previous Close: 1.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.26%
1 Month
  -18.72%
3 Months  
+13.79%
YTD
  -12.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 1.610
1M High / 1M Low: 2.400 1.610
6M High / 6M Low: 2.400 0.960
High (YTD): 9/17/2024 2.400
Low (YTD): 3/25/2024 0.940
52W High: - -
52W Low: - -
Avg. price 1W:   2.002
Avg. volume 1W:   0.000
Avg. price 1M:   2.150
Avg. volume 1M:   0.000
Avg. price 6M:   1.716
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.04%
Volatility 6M:   91.17%
Volatility 1Y:   -
Volatility 3Y:   -