Soc. Generale Call 105 AWK 20.03.2026
/ DE000SW703V8
Soc. Generale Call 105 AWK 20.03..../ DE000SW703V8 /
| 2024-09-20 9:49:04 PM |
Chg.-0.240 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.190EUR |
-5.42% |
4.270
Bid Size: 2,000 |
4.330
Ask Size: 2,000 |
American Water Works |
105.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
SW703V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2026-03-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2026-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
3.78 |
| Time value: |
0.55 |
| Break-even: |
137.36 |
| Moneyness: |
1.40 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.41% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.89 |
| Rho: |
1.22 |
Quote data
| Open: |
4.190 |
| High: |
4.330 |
| Low: |
4.190 |
| Previous Close: |
4.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.20% |
| 1 Month |
|
|
+9.69% |
| 3 Months |
|
|
+23.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.530 |
4.190 |
| 1M High / 1M Low: |
4.530 |
3.760 |
| 6M High / 6M Low: |
4.530 |
2.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.91% |
| Volatility 6M: |
|
56.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
