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Soc. Generale Call 160 AWK 19.06..../  DE000SU506Y1  /

Frankfurt Zert./SG
2024-09-24  9:50:45 PM Chg.-0.140 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
1.230EUR -10.22% 1.230
Bid Size: 2,500		 1.260
Ask Size: 2,500		 American Water Works 160.00 USD 2026-06-19 Call
 

Master data

WKN: SU506Y
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2026-06-19
Issue date: 2023-12-19
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.48
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -1.12
Time value: 1.40
Break-even: 158.00
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 2.19%
Delta: 0.53
Theta: -0.02
Omega: 5.00
Rho: 0.97
 

Quote data

Open: 1.270
High: 1.360
Low: 1.230
Previous Close: 1.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.89%
1 Month  
+8.85%
3 Months  
+7.89%
YTD
  -8.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 1.280
1M High / 1M Low: 1.490 1.100
6M High / 6M Low: 1.590 0.700
High (YTD): 2024-08-06 1.590
Low (YTD): 2024-03-25 0.700
52W High: - -
52W Low: - -
Avg. price 1W:   1.388
Avg. volume 1W:   0.000
Avg. price 1M:   1.309
Avg. volume 1M:   0.000
Avg. price 6M:   1.130
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.40%
Volatility 6M:   85.65%
Volatility 1Y:   -
Volatility 3Y:   -