Soc. Generale Call 155 AWK 19.12.2025
/ DE000SU50JJ2
Soc. Generale Call 155 AWK 19.12..../ DE000SU50JJ2 /
| 2024-06-24 8:36:53 AM |
Chg.+0.020 |
Bid8:59:59 AM |
Ask8:59:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+2.44% |
0.840
Bid Size: 3,600 |
0.930
Ask Size: 3,600 |
American Water Works |
155.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
SU50JJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-2.29 |
| Time value: |
0.92 |
| Break-even: |
154.17 |
| Moneyness: |
0.84 |
| Premium: |
0.26 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
5.40 |
| Rho: |
0.60 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
-30.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.760 |
| 1M High / 1M Low: |
0.910 |
0.650 |
| 6M High / 6M Low: |
1.260 |
0.520 |
| High (YTD): |
2024-01-10 |
1.260 |
| Low (YTD): |
2024-03-26 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.29% |
| Volatility 6M: |
|
101.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
