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

EUWAX
2024-04-23  8:34:30 AM Chg.-0.20 Bid3:22:41 PM Ask3:22:41 PM Underlying Strike price Expiration date Option type
14.49EUR -1.36% 14.29
Bid Size: 15,000		 -
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: 2.03
Leverage: Yes

Calculated values

Fair value: 14.22
Intrinsic value: 13.81
Implied volatility: 0.61
Historic volatility: 0.33
Parity: 13.81
Time value: 0.86
Break-even: 30.66
Moneyness: 1.86
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 1.91
Rho: 0.09
 

Quote data

Open: 14.49
High: 14.49
Low: 14.49
Previous Close: 14.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.78%
1 Month
  -9.94%
3 Months
  -24.49%
YTD
  -34.26%
1 Year
  -27.40%
3 Years
  -27.26%
5 Years     -
1W High / 1W Low: 16.24 14.69
1M High / 1M Low: 18.19 14.69
6M High / 6M Low: 23.08 12.43
High (YTD): 2024-01-02 21.32
Low (YTD): 2024-04-22 14.69
52W High: 2023-07-31 24.75
52W Low: 2023-10-30 12.43
Avg. price 1W:   15.58
Avg. volume 1W:   0.00
Avg. price 1M:   16.19
Avg. volume 1M:   0.00
Avg. price 6M:   17.92
Avg. volume 6M:   0.00
Avg. price 1Y:   18.65
Avg. volume 1Y:   0.00
Volatility 1M:   59.68%
Volatility 6M:   61.48%
Volatility 1Y:   56.04%
Volatility 3Y:   61.00%