Soc. Generale Call 160 AWK 19.12.2025
/ DE000SU501T2
Soc. Generale Call 160 AWK 19.12..../ DE000SU501T2 /
| 10/16/2024 8:39:49 AM |
Chg.-0.010 |
Bid8:23:56 PM |
Ask8:23:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-1.33% |
0.860
Bid Size: 25,000 |
0.890
Ask Size: 25,000 |
American Water Works |
160.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
SU501T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/19/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.73 |
| Time value: |
0.83 |
| Break-even: |
155.32 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
6.42 |
| Rho: |
0.53 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.85% |
| 1 Month |
|
|
-27.45% |
| 3 Months |
|
|
-8.64% |
| YTD |
|
|
-30.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.610 |
| 1M High / 1M Low: |
1.070 |
0.610 |
| 6M High / 6M Low: |
1.160 |
0.470 |
| High (YTD): |
8/7/2024 |
1.160 |
| Low (YTD): |
3/26/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.803 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.10% |
| Volatility 6M: |
|
101.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
