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Soc. Generale Call 16 IFX 18.12.2.../  DE000SR66715  /

EUWAX
2024-05-31  1:20:28 PM Chg.-0.25 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
21.00EUR -1.18% -
Bid Size: -		 -
Ask Size: -		 INFINEON TECH.AG NA ... 16.00 EUR 2024-12-18 Call
 

Master data

WKN: SR6671
Issuer: Société Générale
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 2024-12-18
Issue date: 2020-03-11
Last trading day: 2024-12-16
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.71
Leverage: Yes

Calculated values

Fair value: 21.15
Intrinsic value: 20.83
Implied volatility: 0.75
Historic volatility: 0.36
Parity: 20.83
Time value: 0.68
Break-even: 37.50
Moneyness: 2.30
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 1.65
Rho: 0.08
 

Quote data

Open: 21.30
High: 21.30
Low: 21.00
Previous Close: 21.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.76%
1 Month  
+19.66%
3 Months  
+16.80%
YTD
  -4.72%
1 Year  
+1.55%
3 Years  
+14.01%
5 Years     -
10 Years     -
1W High / 1W Low: 22.44 21.25
1M High / 1M Low: 22.44 15.89
6M High / 6M Low: 23.08 14.49
High (YTD): 2024-05-29 22.44
Low (YTD): 2024-04-23 14.49
52W High: 2023-07-31 24.75
52W Low: 2023-10-30 12.43
Avg. price 1W:   22.06
Avg. volume 1W:   0.00
Avg. price 1M:   20.63
Avg. volume 1M:   0.00
Avg. price 6M:   18.76
Avg. volume 6M:   0.00
Avg. price 1Y:   18.70
Avg. volume 1Y:   0.00
Volatility 1M:   107.34%
Volatility 6M:   68.38%
Volatility 1Y:   63.64%
Volatility 3Y:   63.28%