Soc. Generale Call 22 EVT 13.12.2.../  DE000SR4R436  /

EUWAX
1/18/2021  6:17:05 PM Chg.+0.36 Bid8:44:47 PM Ask- Underlying Strike price Expiration date Option type
11.08EUR +3.36% 11.04
Bid Size: 930
-
Ask Size: -
EVOTEC SE INH O.N. 22.00 EUR 12/13/2023 Call

Master data

WKN: SR4R43
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.77
Leverage: Yes

Calculated values

Fair value: 7.21
Intrinsic value: 7.21
Implied volatility: 1.04
Historic volatility: 0.37
Parity: 7.21
Time value: 3.35
Break-even: 32.56
Moneyness: 1.33
Premium: 0.11
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.55
Theta: 0.00
Omega: 1.53
Rho: 0.16
 

Quote data

Open: 10.61
High: 11.12
Low: 10.61
Previous Close: 10.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.21%
1 Month  
+7.78%
3 Months  
+56.50%
YTD
  -3.99%
1 Year  
+19.91%
3 Years     -
5 Years     -
1W High / 1W Low: 10.94 10.61
1M High / 1M Low: 11.72 10.16
6M High / 6M Low: 11.72 6.03
High (YTD): 1/5/2021 11.72
Low (YTD): 1/12/2021 10.61
52W High: 1/5/2021 11.72
52W Low: 3/16/2020 5.12
Avg. price 1W:   10.80
Avg. volume 1W:   0.00
Avg. price 1M:   10.99
Avg. volume 1M:   0.00
Avg. price 6M:   7.98
Avg. volume 6M:   0.00
Avg. price 1Y:   8.22
Avg. volume 1Y:   0.00
Volatility 1M:   44.50%
Volatility 6M:   68.60%
Volatility 1Y:   91.07%
Volatility 3Y:   -