OverviewChartNewsTraderScreen

Soc. Generale Call 140 AWK 19.12..../  DE000SU50L26  /

Frankfurt Zert./SG
6/20/2024  5:50:12 PM Chg.+0.050 Bid6:26:35 PM Ask6:26:35 PM Underlying Strike price Expiration date Option type
1.220EUR +4.27% 1.230
Bid Size: 25,000		 1.260
Ask Size: 25,000		 American Water Works 140.00 USD 12/19/2025 Call
 

Master data

WKN: SU50L2
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 140.00 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: 9.79
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.89
Time value: 1.24
Break-even: 142.67
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 2.48%
Delta: 0.53
Theta: -0.02
Omega: 5.20
Rho: 0.78
 

Quote data

Open: 1.160
High: 1.250
Low: 1.160
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.94%
1 Month
  -14.69%
3 Months  
+43.53%
YTD
  -27.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 1.170
1M High / 1M Low: 1.460 1.060
6M High / 6M Low: 1.780 0.820
High (YTD): 1/10/2024 1.780
Low (YTD): 3/25/2024 0.820
52W High: - -
52W Low: - -
Avg. price 1W:   1.230
Avg. volume 1W:   0.000
Avg. price 1M:   1.252
Avg. volume 1M:   0.000
Avg. price 6M:   1.213
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.18%
Volatility 6M:   90.63%
Volatility 1Y:   -
Volatility 3Y:   -