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

Frankfurt Zert./SG
7/17/2024  9:17:37 PM Chg.+0.250 Bid9:37:42 PM Ask9:37:42 PM Underlying Strike price Expiration date Option type
1.020EUR +32.47% 1.010
Bid Size: 30,000		 1.050
Ask Size: 30,000		 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: 15.75
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.08
Time value: 0.81
Break-even: 136.52
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 5.19%
Delta: 0.55
Theta: -0.03
Omega: 8.71
Rho: 0.27
 

Quote data

Open: 0.720
High: 1.020
Low: 0.710
Previous Close: 0.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+108.16%
3 Months  
+277.78%
YTD  
+2.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.510
1M High / 1M Low: 0.810 0.390
6M High / 6M Low: 0.820 0.250
High (YTD): 1/10/2024 1.060
Low (YTD): 4/16/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.524
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.82%
Volatility 6M:   168.91%
Volatility 1Y:   -
Volatility 3Y:   -