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Soc. Generale Call 120 AWK 21.06..../  DE000SW3NDG9  /

Frankfurt Zert./SG
2024-05-24  9:50:39 PM Chg.-0.080 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
0.850EUR -8.60% 0.870
Bid Size: 4,000		 0.890
Ask Size: 4,000		 American Water Works 120.00 USD 2024-06-21 Call
 

Master data

WKN: SW3NDG
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.28
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.76
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.76
Time value: 0.13
Break-even: 119.53
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.30%
Delta: 0.82
Theta: -0.06
Omega: 10.83
Rho: 0.06
 

Quote data

Open: 0.820
High: 0.920
Low: 0.820
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.04%
1 Month  
+49.12%
3 Months  
+39.34%
YTD
  -47.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 0.850
1M High / 1M Low: 1.470 0.520
6M High / 6M Low: 1.880 0.270
High (YTD): 2024-01-10 1.730
Low (YTD): 2024-04-16 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   1.172
Avg. volume 1W:   0.000
Avg. price 1M:   1.089
Avg. volume 1M:   0.000
Avg. price 6M:   1.017
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.83%
Volatility 6M:   178.14%
Volatility 1Y:   -
Volatility 3Y:   -