Soc. Generale Call 165 AWK 20.03.2026
/ DE000SU5X3W0
Soc. Generale Call 165 AWK 20.03..../ DE000SU5X3W0 /
| 7/12/2024 9:48:23 PM |
Chg.+0.120 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+13.48% |
0.990
Bid Size: 3,100 |
1.020
Ask Size: 3,100 |
American Water Works |
165.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
SU5X3W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
12.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-2.38 |
| Time value: |
1.02 |
| Break-even: |
161.49 |
| Moneyness: |
0.84 |
| Premium: |
0.27 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
3.03% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
5.25 |
| Rho: |
0.73 |
Quote data
| Open: |
0.870 |
| High: |
1.040 |
| Low: |
0.870 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.77% |
| 1 Month |
|
|
+29.49% |
| 3 Months |
|
|
+71.19% |
| YTD |
|
|
-6.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.810 |
| 1M High / 1M Low: |
1.010 |
0.750 |
| 6M High / 6M Low: |
1.010 |
0.510 |
| High (YTD): |
1/10/2024 |
1.140 |
| Low (YTD): |
3/22/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.817 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.73% |
| Volatility 6M: |
|
100.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
