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Soc. Generale Call 150 AWK 20.12..../  DE000SU2YFT8  /

EUWAX
03/09/2024  08:28:06 Chg.-0.040 Bid19:32:06 Ask19:32:06 Underlying Strike price Expiration date Option type
0.310EUR -11.43% 0.480
Bid Size: 40,000		 0.500
Ask Size: 40,000		 American Water Works 150.00 USD 20/12/2024 Call
 

Master data

WKN: SU2YFT
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 150.00 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: 31.54
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.62
Time value: 0.41
Break-even: 139.64
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.40
Theta: -0.03
Omega: 12.67
Rho: 0.14
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month
  -45.61%
3 Months  
+3.33%
YTD
  -53.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.260
1M High / 1M Low: 0.640 0.260
6M High / 6M Low: 0.640 0.100
High (YTD): 10/01/2024 0.700
Low (YTD): 17/04/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.75%
Volatility 6M:   205.80%
Volatility 1Y:   -
Volatility 3Y:   -