Soc. Generale Call 140 AWK 19.06.2026
/ DE000SU55PZ4
Soc. Generale Call 140 AWK 19.06..../ DE000SU55PZ4 /
| 9/5/2024 6:44:39 PM |
Chg.+0.030 |
Bid7:45:42 PM |
Ask7:45:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+1.45% |
2.130
Bid Size: 20,000 |
2.170
Ask Size: 20,000 |
American Water Works |
140.00 USD |
6/19/2026 |
Call |
Master data
| WKN: |
SU55PZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.37 |
| Time value: |
1.75 |
| Break-even: |
147.55 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.92% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
4.16 |
| Rho: |
1.20 |
Quote data
| Open: |
1.970 |
| High: |
2.170 |
| Low: |
1.970 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.25% |
| 1 Month |
|
|
-7.08% |
| 3 Months |
|
|
+22.09% |
| YTD |
|
|
+5.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.890 |
| 1M High / 1M Low: |
2.420 |
1.830 |
| 6M High / 6M Low: |
2.420 |
1.100 |
| High (YTD): |
8/6/2024 |
2.420 |
| Low (YTD): |
3/25/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.667 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.74% |
| Volatility 6M: |
|
76.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
