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

EUWAX
2024-05-03  8:32:53 AM Chg.-0.49 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
16.20EUR -2.94% -
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: 1.94
Leverage: Yes

Calculated values

Fair value: 15.83
Intrinsic value: 15.44
Implied volatility: 0.63
Historic volatility: 0.34
Parity: 15.44
Time value: 0.78
Break-even: 32.21
Moneyness: 1.96
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: 0.00
Omega: 1.84
Rho: 0.09
 

Quote data

Open: 16.20
High: 16.20
Low: 16.20
Previous Close: 16.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.32%
1 Month  
+3.78%
3 Months
  -10.40%
YTD
  -26.50%
1 Year
  -11.23%
3 Years
  -8.42%
5 Years     -
1W High / 1W Low: 17.55 16.20
1M High / 1M Low: 18.19 14.49
6M High / 6M Low: 23.08 14.05
High (YTD): 2024-01-02 21.32
Low (YTD): 2024-04-23 14.49
52W High: 2023-07-31 24.75
52W Low: 2023-10-30 12.43
Avg. price 1W:   17.00
Avg. volume 1W:   0.00
Avg. price 1M:   16.34
Avg. volume 1M:   0.00
Avg. price 6M:   18.16
Avg. volume 6M:   0.00
Avg. price 1Y:   18.58
Avg. volume 1Y:   0.00
Volatility 1M:   83.23%
Volatility 6M:   62.87%
Volatility 1Y:   57.97%
Volatility 3Y:   61.44%