Soc. Generale Call 175 AWK 20.03.2026
/ DE000SU5XBV8
Soc. Generale Call 175 AWK 20.03..../ DE000SU5XBV8 /
| 12/07/2024 21:42:00 |
Chg.+0.110 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+14.67% |
0.840
Bid Size: 3,600 |
0.870
Ask Size: 3,600 |
American Water Works |
175.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
SU5XBV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 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: |
14.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-3.29 |
| Time value: |
0.87 |
| Break-even: |
169.16 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
5.31 |
| Rho: |
0.63 |
Quote data
| Open: |
0.740 |
| High: |
0.890 |
| Low: |
0.740 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.22% |
| 1 Month |
|
|
+40.98% |
| 3 Months |
|
|
+82.98% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.670 |
| 1M High / 1M Low: |
0.860 |
0.590 |
| 6M High / 6M Low: |
0.860 |
0.400 |
| High (YTD): |
10/01/2024 |
0.920 |
| Low (YTD): |
22/03/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.588 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.38% |
| Volatility 6M: |
|
111.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
