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

Frankfurt Zert./SG
2024-07-30  6:26:54 PM Chg.+0.090 Bid7:06:21 PM Ask7:06:21 PM Underlying Strike price Expiration date Option type
1.030EUR +9.57% 1.040
Bid Size: 30,000		 1.080
Ask Size: 30,000		 American Water Works 140.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.47
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.13
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.13
Time value: 0.84
Break-even: 139.10
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.59
Theta: -0.03
Omega: 7.96
Rho: 0.26
 

Quote data

Open: 0.880
High: 1.030
Low: 0.880
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.05%
1 Month  
+134.09%
3 Months  
+151.22%
YTD  
+3.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.870
1M High / 1M Low: 1.010 0.390
6M High / 6M Low: 1.010 0.250
High (YTD): 2024-01-10 1.060
Low (YTD): 2024-04-16 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   0.504
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.58%
Volatility 6M:   169.02%
Volatility 1Y:   -
Volatility 3Y:   -