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Soc. Generale Call 130 AWK 19.12..../  DE000SU50L18  /

Frankfurt Zert./SG
6/24/2024  6:43:55 PM Chg.+0.090 Bid7:10:44 PM Ask7:10:44 PM Underlying Strike price Expiration date Option type
1.860EUR +5.08% 1.850
Bid Size: 25,000		 1.880
Ask Size: 25,000		 American Water Works 130.00 USD 12/19/2025 Call
 

Master data

WKN: SU50L1
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/19/2025
Issue date: 12/19/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.75
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 0.05
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.05
Time value: 1.76
Break-even: 139.73
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 1.69%
Delta: 0.63
Theta: -0.02
Omega: 4.28
Rho: 0.88
 

Quote data

Open: 1.690
High: 1.870
Low: 1.690
Previous Close: 1.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.05%
1 Month  
+16.98%
3 Months  
+66.07%
YTD
  -12.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.770 1.620
1M High / 1M Low: 1.890 1.410
6M High / 6M Low: 2.240 1.100
High (YTD): 1/10/2024 2.240
Low (YTD): 3/25/2024 1.100
52W High: - -
52W Low: - -
Avg. price 1W:   1.700
Avg. volume 1W:   0.000
Avg. price 1M:   1.661
Avg. volume 1M:   0.000
Avg. price 6M:   1.577
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.13%
Volatility 6M:   85.05%
Volatility 1Y:   -
Volatility 3Y:   -