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

EUWAX
1/21/2021  1:06:28 PM Chg.+0.41 Bid1:28:15 PM Ask- Underlying Strike price Expiration date Option type
13.27EUR +3.19% 13.26
Bid Size: 6,100
-
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: 2.26
Leverage: Yes

Calculated values

Fair value: 9.02
Intrinsic value: 9.02
Implied volatility: 1.12
Historic volatility: 0.37
Parity: 9.02
Time value: 3.84
Break-even: 32.86
Moneyness: 1.45
Premium: 0.13
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.08%
Delta: 0.61
Theta: 0.00
Omega: 1.38
Rho: 0.19
 

Quote data

Open: 12.90
High: 13.27
Low: 12.90
Previous Close: 12.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.23%
1 Month  
+6.76%
3 Months  
+46.95%
YTD
  -5.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.38 12.63
1M High / 1M Low: 14.10 12.43
6M High / 6M Low: 14.10 7.92
High (YTD): 1/5/2021 14.05
Low (YTD): 1/19/2021 12.63
52W High: - -
52W Low: - -
Avg. price 1W:   13.02
Avg. volume 1W:   0.00
Avg. price 1M:   13.31
Avg. volume 1M:   0.00
Avg. price 6M:   10.11
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.62%
Volatility 6M:   56.66%
Volatility 1Y:   -
Volatility 3Y:   -