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

EUWAX
2024-05-17  8:37:05 AM Chg.-1.45 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
20.83EUR -6.51% -
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: 1.73
Leverage: Yes

Calculated values

Fair value: 21.36
Intrinsic value: 21.01
Implied volatility: 0.46
Historic volatility: 0.36
Parity: 21.01
Time value: 0.38
Break-even: 37.38
Moneyness: 2.31
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 1.00
Theta: 0.00
Omega: 1.72
Rho: 0.09
 

Quote data

Open: 20.83
High: 20.83
Low: 20.83
Previous Close: 22.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.16%
1 Month  
+28.82%
3 Months  
+15.59%
YTD
  -5.49%
1 Year  
+1.26%
3 Years  
+24.43%
5 Years     -
10 Years     -
1W High / 1W Low: 22.30 21.52
1M High / 1M Low: 22.30 14.49
6M High / 6M Low: 23.08 14.49
High (YTD): 2024-05-13 22.30
Low (YTD): 2024-04-23 14.49
52W High: 2023-07-31 24.75
52W Low: 2023-10-30 12.43
Avg. price 1W:   21.91
Avg. volume 1W:   0.00
Avg. price 1M:   17.89
Avg. volume 1M:   0.00
Avg. price 6M:   18.52
Avg. volume 6M:   0.00
Avg. price 1Y:   18.63
Avg. volume 1Y:   0.00
Volatility 1M:   120.56%
Volatility 6M:   68.51%
Volatility 1Y:   63.86%
Volatility 3Y:   63.21%