Soc. Generale Call 20 EVT 13.12.2.../  DE000SR0WWA6  /

EUWAX
1/15/2021  6:15:10 PM Chg.-0.23 Bid9:59:19 PM Ask- Underlying Strike price Expiration date Option type
12.08EUR -1.87% 11.91
Bid Size: 960
-
Ask Size: -
EVOTEC SE INH O.N. 20.00 EUR 12/13/2023 Call

Master data

WKN: SR0WWA
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 12/13/2023
Issue date: 4/17/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.45
Leverage: Yes

Calculated values

Fair value: 9.21
Intrinsic value: 9.21
Implied volatility: 1.09
Historic volatility: 0.37
Parity: 9.21
Time value: 2.70
Break-even: 31.91
Moneyness: 1.46
Premium: 0.09
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.60
Theta: 0.00
Omega: 1.47
Rho: 0.16
 

Quote data

Open: 12.15
High: 12.38
Low: 12.08
Previous Close: 12.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.33%
1 Month  
+7.66%
3 Months  
+51.19%
YTD
  -6.65%
1 Year  
+19.01%
3 Years     -
5 Years     -
1W High / 1W Low: 12.31 11.97
1M High / 1M Low: 13.12 11.22
6M High / 6M Low: 13.12 6.94
High (YTD): 1/5/2021 13.12
Low (YTD): 1/12/2021 11.97
52W High: 1/5/2021 13.12
52W Low: 3/16/2020 5.67
Avg. price 1W:   12.16
Avg. volume 1W:   .40
Avg. price 1M:   12.29
Avg. volume 1M:   .11
Avg. price 6M:   9.01
Avg. volume 6M:   .02
Avg. price 1Y:   9.17
Avg. volume 1Y:   .01
Volatility 1M:   41.64%
Volatility 6M:   63.09%
Volatility 1Y:   86.19%
Volatility 3Y:   -