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Soc. Generale Call 155 AWK 20.03..../  DE000SU5XXW0  /

Frankfurt Zert./SG
06/09/2024  17:41:50 Chg.-0.020 Bid17:53:21 Ask17:53:21 Underlying Strike price Expiration date Option type
1.310EUR -1.50% 1.320
Bid Size: 20,000		 1.350
Ask Size: 20,000		 American Water Works 155.00 USD 20/03/2026 Call
 

Master data

WKN: SU5XXW
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 155.00 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: 9.63
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.94
Time value: 1.35
Break-even: 153.00
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 2.27%
Delta: 0.53
Theta: -0.02
Omega: 5.13
Rho: 0.86
 

Quote data

Open: 1.220
High: 1.360
Low: 1.220
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.38%
1 Month
  -16.56%
3 Months  
+24.76%
YTD
  -2.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 1.120
1M High / 1M Low: 1.570 1.110
6M High / 6M Low: 1.570 0.650
High (YTD): 06/08/2024 1.570
Low (YTD): 25/03/2024 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   1.242
Avg. volume 1W:   0.000
Avg. price 1M:   1.264
Avg. volume 1M:   0.000
Avg. price 6M:   1.037
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.96%
Volatility 6M:   90.19%
Volatility 1Y:   -
Volatility 3Y:   -