Soc. Generale Call 140 AWK 20.12.2024
/ DE000SU2YFS0
Soc. Generale Call 140 AWK 20.12..../ DE000SU2YFS0 /
| 03/09/2024 08:28:06 |
Chg.-0.070 |
Bid20:45:10 |
Ask20:45:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-8.86% |
0.980
Bid Size: 25,000 |
1.020
Ask Size: 25,000 |
American Water Works |
140.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.28 |
| Time value: |
0.60 |
| Break-even: |
135.30 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
3.53% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
9.18 |
| Rho: |
0.21 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.77% |
| 1 Month |
|
|
-32.08% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-29.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.610 |
| 1M High / 1M Low: |
1.140 |
0.610 |
| 6M High / 6M Low: |
1.140 |
0.210 |
| High (YTD): |
05/08/2024 |
1.140 |
| Low (YTD): |
17/04/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.542 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.03% |
| Volatility 6M: |
|
181.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
