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Soc. Generale Call 160 AWK 20.03..../  DE000SU5XEE8  /

EUWAX
11/12/2024  9:33:49 AM Chg.-0.100 Bid7:48:00 AM Ask7:48:00 AM Underlying Strike price Expiration date Option type
0.640EUR -13.51% 0.610
Bid Size: 5,000		 0.740
Ask Size: 5,000		 American Water Works 160.00 USD 3/20/2026 Call
 

Master data

WKN: SU5XEE
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 3/20/2026
Issue date: 12/18/2023
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.55
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -2.37
Time value: 0.72
Break-even: 157.25
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 2.86%
Delta: 0.36
Theta: -0.02
Omega: 6.34
Rho: 0.52
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.33%
1 Month
  -27.27%
3 Months
  -44.35%
YTD
  -47.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.600
1M High / 1M Low: 0.970 0.600
6M High / 6M Low: 1.340 0.600
High (YTD): 8/9/2024 1.340
Low (YTD): 3/26/2024 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.804
Avg. volume 1M:   0.000
Avg. price 6M:   0.970
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.17%
Volatility 6M:   113.81%
Volatility 1Y:   -
Volatility 3Y:   -