Soc. Generale Call 140 AWK 19.12..../  DE000SU50L26  /

EUWAX
2024-07-31  8:36:52 AM Chg.+0.13 Bid8:47:35 AM Ask8:47:35 AM Underlying Strike price Expiration date Option type
1.80EUR +7.78% 1.79
Bid Size: 3,000
1.94
Ask Size: 3,000
American Water Works 140.00 USD 2025-12-19 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: 2025-12-19
Issue date: 2023-12-19
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.47
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 0.13
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.13
Time value: 1.62
Break-even: 146.90
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 2.34%
Delta: 0.64
Theta: -0.02
Omega: 4.78
Rho: 0.92
 

Quote data

Open: 1.80
High: 1.80
Low: 1.80
Previous Close: 1.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+52.54%
3 Months  
+71.43%
YTD  
+5.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.60
1M High / 1M Low: 1.73 1.09
6M High / 6M Low: 1.73 0.81
High (YTD): 2024-01-10 1.80
Low (YTD): 2024-04-17 0.81
52W High: - -
52W Low: - -
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.41
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.81%
Volatility 6M:   96.37%
Volatility 1Y:   -
Volatility 3Y:   -