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Soc. Generale Call 135 AWK 20.03..../  DE000SU5XGY1  /

Frankfurt Zert./SG
12/07/2024  21:37:30 Chg.+0.270 Bid21:59:58 Ask21:59:58 Underlying Strike price Expiration date Option type
2.060EUR +15.08% 1.990
Bid Size: 3,000		 2.030
Ask Size: 3,000		 American Water Works 135.00 USD 20/03/2026 Call
 

Master data

WKN: SU5XGY
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 20/03/2026
Issue date: 18/12/2023
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.28
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.37
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.37
Time value: 1.66
Break-even: 144.08
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.01%
Delta: 0.68
Theta: -0.02
Omega: 4.25
Rho: 1.11
 

Quote data

Open: 1.780
High: 2.060
Low: 1.780
Previous Close: 1.790
Turnover: 1,135.060
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.62%
1 Month  
+24.85%
3 Months  
+73.11%
YTD  
+0.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.060 1.620
1M High / 1M Low: 2.060 1.520
6M High / 6M Low: 2.060 1.100
High (YTD): 10/01/2024 2.160
Low (YTD): 25/03/2024 1.100
52W High: - -
52W Low: - -
Avg. price 1W:   1.754
Avg. volume 1W:   110.200
Avg. price 1M:   1.642
Avg. volume 1M:   25.045
Avg. price 6M:   1.501
Avg. volume 6M:   8.677
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.82%
Volatility 6M:   86.63%
Volatility 1Y:   -
Volatility 3Y:   -