Soc. Generale Call 145 AWK 20.03.2026
/ DE000SU5W875
Soc. Generale Call 145 AWK 20.03..../ DE000SU5W875 /
16/10/2024 20:17:55 |
Chg.+0.040 |
Bid20:23:41 |
Ask20:23:41 |
Underlying |
Strike price |
Expiration date |
Option type |
1.560EUR |
+2.63% |
1.570 Bid Size: 25,000 |
1.610 Ask Size: 25,000 |
American Water Works |
145.00 USD |
20/03/2026 |
Call |
Master data
WKN: |
SU5W87 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
20/03/2026 |
Issue date: |
18/12/2023 |
Last trading day: |
19/03/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
-0.35 |
Time value: |
1.53 |
Break-even: |
148.53 |
Moneyness: |
0.97 |
Premium: |
0.14 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
2.00% |
Delta: |
0.58 |
Theta: |
-0.02 |
Omega: |
4.94 |
Rho: |
0.86 |
Quote data
Open: |
1.380 |
High: |
1.560 |
Low: |
1.370 |
Previous Close: |
1.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.08% |
1 Month |
|
|
-18.75% |
3 Months |
|
|
+4.00% |
YTD |
|
|
-5.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.520 |
1.310 |
1M High / 1M Low: |
1.970 |
1.310 |
6M High / 6M Low: |
2.000 |
0.890 |
High (YTD): |
02/08/2024 |
2.000 |
Low (YTD): |
25/03/2024 |
0.840 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.656 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.472 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.38% |
Volatility 6M: |
|
89.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |