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

EUWAX
1/20/2021  5:47:51 PM Chg.+0.25 Bid6:01:30 PM Ask- Underlying Strike price Expiration date Option type
12.64EUR +2.02% 12.64
Bid Size: 1,770
-
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: 2.32
Leverage: Yes

Calculated values

Fair value: 9.77
Intrinsic value: 9.77
Implied volatility: 1.12
Historic volatility: 0.37
Parity: 9.77
Time value: 2.62
Break-even: 31.39
Moneyness: 1.51
Premium: 0.09
Premium p.a.: 0.03
Spread abs.: -0.10
Spread %: -0.81%
Delta: 0.62
Theta: 0.00
Omega: 1.44
Rho: 0.16
 

Quote data

Open: 12.40
High: 12.69
Low: 12.40
Previous Close: 12.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.54%
1 Month  
+2.85%
3 Months  
+45.79%
YTD
  -7.53%
1 Year  
+14.80%
3 Years     -
5 Years     -
1W High / 1W Low: 13.17 12.39
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): 1/19/2021 12.39
52W High: 1/5/2021 13.84
52W Low: 3/12/2020 6.95
Avg. price 1W:   12.87
Avg. volume 1W:   0.00
Avg. price 1M:   13.08
Avg. volume 1M:   0.00
Avg. price 6M:   9.61
Avg. volume 6M:   0.00
Avg. price 1Y:   9.69
Avg. volume 1Y:   0.00
Volatility 1M:   46.27%
Volatility 6M:   62.29%
Volatility 1Y:   73.34%
Volatility 3Y:   -