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Soc. Generale Call 160 AWK 20.12..../  DE000SU2YFU6  /

Frankfurt Zert./SG
05/07/2024  21:35:43 Chg.+0.040 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
0.150EUR +36.36% 0.160
Bid Size: 10,000		 0.170
Ask Size: 10,000		 American Water Works 160.00 USD 20/12/2024 Call
 

Master data

WKN: SU2YFU
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 160.00 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: 70.55
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -2.77
Time value: 0.17
Break-even: 149.31
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.16
Theta: -0.02
Omega: 11.49
Rho: 0.08
 

Quote data

Open: 0.110
High: 0.150
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -16.67%
3 Months  
+50.00%
YTD
  -63.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.180 0.110
6M High / 6M Low: 0.430 0.057
High (YTD): 10/01/2024 0.430
Low (YTD): 22/03/2024 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   238.12%
Volatility 6M:   215.29%
Volatility 1Y:   -
Volatility 3Y:   -