Soc. Generale Call 20 EVT 18.12.2.../  DE000SR667W0  /

EUWAX
3/9/2021  8:49:35 AM Chg.-0.14 Bid8:56:00 AM Ask- Underlying Strike price Expiration date Option type
13.27EUR -1.04% 13.29
Bid Size: 915
-
Ask Size: -
EVOTEC SE INH O.N. 20.00 EUR 12/18/2024 Call

Master data

WKN: SR667W
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 12/18/2024
Issue date: 3/11/2020
Last trading day: 12/16/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.10
Leverage: Yes

Calculated values

Fair value: 9.43
Intrinsic value: 9.43
Implied volatility: 1.16
Historic volatility: 0.40
Parity: 9.43
Time value: 4.61
Break-even: 34.04
Moneyness: 1.47
Premium: 0.16
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.64
Theta: 0.00
Omega: 1.34
Rho: 0.18
 

Quote data

Open: 13.27
High: 13.27
Low: 13.27
Previous Close: 13.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.64%
1 Month
  -25.53%
3 Months  
+21.19%
YTD
  -5.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 16.31 13.41
1M High / 1M Low: 20.50 13.41
6M High / 6M Low: 20.50 7.92
High (YTD): 2/16/2021 20.50
Low (YTD): 1/19/2021 12.63
52W High: - -
52W Low: - -
Avg. price 1W:   14.94
Avg. volume 1W:   0.00
Avg. price 1M:   17.43
Avg. volume 1M:   0.00
Avg. price 6M:   12.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.04%
Volatility 6M:   66.41%
Volatility 1Y:   -
Volatility 3Y:   -