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

EUWAX
1/22/2021  6:12:12 PM Chg.+0.20 Bid9:59:43 PM Ask- Underlying Strike price Expiration date Option type
13.35EUR +1.52% 13.19
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: 2.21
Leverage: Yes

Calculated values

Fair value: 9.54
Intrinsic value: 9.54
Implied volatility: 1.12
Historic volatility: 0.37
Parity: 9.54
Time value: 3.81
Break-even: 33.35
Moneyness: 1.48
Premium: 0.13
Premium p.a.: 0.03
Spread abs.: 0.16
Spread %: 1.20%
Delta: 0.62
Theta: 0.00
Omega: 1.37
Rho: 0.19
 

Quote data

Open: 13.05
High: 13.36
Low: 13.02
Previous Close: 13.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.61%
1 Month
  -1.11%
3 Months  
+47.19%
YTD
  -5.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.38 12.63
1M High / 1M Low: 14.10 12.63
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:   13.07
Avg. volume 1W:   0.00
Avg. price 1M:   13.35
Avg. volume 1M:   0.00
Avg. price 6M:   10.14
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.06%
Volatility 6M:   54.23%
Volatility 1Y:   -
Volatility 3Y:   -