Soc. Generale Call 140 AWK 19.12.2025
/ DE000SU50L26
Soc. Generale Call 140 AWK 19.12..../ DE000SU50L26 /
| 9/13/2024 9:39:12 PM |
Chg.+0.030 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.020EUR |
+1.51% |
2.030
Bid Size: 3,000 |
2.070
Ask Size: 3,000 |
American Water Works |
140.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
SU50L2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.73 |
| Time value: |
1.34 |
| Break-even: |
147.10 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.97% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
4.49 |
| Rho: |
0.91 |
Quote data
| Open: |
1.850 |
| High: |
2.020 |
| Low: |
1.830 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.77% |
| 1 Month |
|
|
+22.42% |
| 3 Months |
|
|
+61.60% |
| YTD |
|
|
+20.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.910 |
| 1M High / 1M Low: |
2.070 |
1.520 |
| 6M High / 6M Low: |
2.070 |
0.820 |
| High (YTD): |
9/10/2024 |
2.070 |
| Low (YTD): |
3/25/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.47% |
| Volatility 6M: |
|
89.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
