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Soc. Generale Call 140 AWK 20.12..../  DE000SU2YFS0  /

Frankfurt Zert./SG
9/27/2024  10:59:46 AM Chg.-0.050 Bid11:27:05 AM Ask11:27:05 AM Underlying Strike price Expiration date Option type
0.730EUR -6.41% 0.720
Bid Size: 4,200		 0.930
Ask Size: 4,200		 American Water Works 140.00 USD 12/20/2024 Call
 

Master data

WKN: SU2YFS
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/20/2024
Issue date: 11/29/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.43
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.28
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.28
Time value: 0.55
Break-even: 133.56
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 3.75%
Delta: 0.62
Theta: -0.04
Omega: 9.58
Rho: 0.16
 

Quote data

Open: 0.690
High: 0.730
Low: 0.690
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.74%
1 Month  
+1.39%
3 Months  
+62.22%
YTD
  -27.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.780
1M High / 1M Low: 1.260 0.720
6M High / 6M Low: 1.300 0.250
High (YTD): 8/2/2024 1.300
Low (YTD): 4/16/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.916
Avg. volume 1W:   0.000
Avg. price 1M:   0.997
Avg. volume 1M:   0.000
Avg. price 6M:   0.688
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.59%
Volatility 6M:   165.64%
Volatility 1Y:   -
Volatility 3Y:   -