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

Frankfurt Zert./SG
1/26/2021  9:44:26 PM Chg.+2.460 Bid9:58:59 PM Ask- Underlying Strike price Expiration date Option type
16.250EUR +17.84% 16.250
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: 2.18
Leverage: Yes

Calculated values

Fair value: 10.02
Intrinsic value: 10.02
Implied volatility: 1.13
Historic volatility: 0.37
Parity: 10.02
Time value: 3.77
Break-even: 33.79
Moneyness: 1.50
Premium: 0.13
Premium p.a.: 0.03
Spread abs.: -0.04
Spread %: -0.29%
Delta: 0.62
Theta: 0.00
Omega: 1.36
Rho: 0.19
 

Quote data

Open: 13.680
High: 16.250
Low: 13.680
Previous Close: 13.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.15%
1 Month  
+20.55%
3 Months  
+83.62%
YTD  
+15.49%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.790 12.680
1M High / 1M Low: 14.150 12.680
6M High / 6M Low: 14.150 7.930
High (YTD): 1/5/2021 14.150
Low (YTD): 1/19/2021 12.680
52W High: - -
52W Low: - -
Avg. price 1W:   13.128
Avg. volume 1W:   0.000
Avg. price 1M:   13.325
Avg. volume 1M:   0.000
Avg. price 6M:   10.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.63%
Volatility 6M:   50.29%
Volatility 1Y:   -
Volatility 3Y:   -