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

EUWAX
1/27/2021  6:16:00 PM Chg.+2.75 Bid9:18:38 PM Ask- Underlying Strike price Expiration date Option type
17.94EUR +18.10% 17.54
Bid Size: 256
-
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: 2.15
Leverage: Yes

Calculated values

Fair value: 13.02
Intrinsic value: 13.02
Implied volatility: 1.14
Historic volatility: 0.38
Parity: 13.02
Time value: 2.36
Break-even: 35.38
Moneyness: 1.65
Premium: 0.07
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.65
Theta: 0.00
Omega: 1.40
Rho: 0.18
 

Quote data

Open: 16.94
High: 18.05
Low: 15.42
Previous Close: 15.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.25%
1 Month  
+43.06%
3 Months  
+118.51%
YTD  
+38.64%
1 Year  
+80.85%
3 Years     -
5 Years     -
1W High / 1W Low: 15.19 11.94
1M High / 1M Low: 15.19 11.69
6M High / 6M Low: 15.19 6.94
High (YTD): 1/26/2021 15.19
Low (YTD): 1/19/2021 11.69
52W High: 1/26/2021 15.19
52W Low: 3/16/2020 5.67
Avg. price 1W:   12.92
Avg. volume 1W:   0.00
Avg. price 1M:   12.55
Avg. volume 1M:   .10
Avg. price 6M:   9.18
Avg. volume 6M:   .02
Avg. price 1Y:   9.23
Avg. volume 1Y:   .01
Volatility 1M:   76.54%
Volatility 6M:   64.60%
Volatility 1Y:   87.94%
Volatility 3Y:   -