Soc. Generale Call 19 EVT 13.12.2.../  DE000SR4R410  /

EUWAX
1/18/2021  6:17:05 PM Chg.+0.39 Bid9:59:49 PM Ask- Underlying Strike price Expiration date Option type
13.17EUR +3.05% 13.19
Bid Size: 885
-
Ask Size: -
EVOTEC SE INH O.N. 19.00 EUR 12/13/2023 Call

Master data

WKN: SR4R41
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 19.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.31
Leverage: Yes

Calculated values

Fair value: 10.21
Intrinsic value: 10.21
Implied volatility: 1.11
Historic volatility: 0.37
Parity: 10.21
Time value: 2.42
Break-even: 31.63
Moneyness: 1.54
Premium: 0.08
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.62
Theta: 0.00
Omega: 1.44
Rho: 0.16
 

Quote data

Open: 12.68
High: 13.22
Low: 12.68
Previous Close: 12.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.03%
1 Month  
+7.16%
3 Months  
+49.83%
YTD
  -3.66%
1 Year  
+23.78%
3 Years     -
5 Years     -
1W High / 1W Low: 13.17 12.66
1M High / 1M Low: 13.84 12.16
6M High / 6M Low: 13.84 7.44
High (YTD): 1/5/2021 13.84
Low (YTD): 1/12/2021 12.66
52W High: 1/5/2021 13.84
52W Low: 3/12/2020 6.95
Avg. price 1W:   12.92
Avg. volume 1W:   0.00
Avg. price 1M:   13.12
Avg. volume 1M:   0.00
Avg. price 6M:   9.58
Avg. volume 6M:   0.00
Avg. price 1Y:   9.68
Avg. volume 1Y:   0.00
Volatility 1M:   41.63%
Volatility 6M:   61.94%
Volatility 1Y:   73.24%
Volatility 3Y:   -