Soc. Generale Call 22 EVT 18.12.2.../  DE000SR667X8  /

EUWAX
1/25/2021  11:06:55 AM Chg.-0.01 Bid11:48:21 AM Ask- Underlying Strike price Expiration date Option type
12.10EUR -0.08% 12.11
Bid Size: 5,900
-
Ask Size: -
EVOTEC SE INH O.N. 22.00 EUR 12/18/2024 Call

Master data

WKN: SR667X
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 12/18/2024
Issue date: 3/11/2020
Last trading day: 12/16/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 7.54
Intrinsic value: 7.54
Implied volatility: 1.08
Historic volatility: 0.37
Parity: 7.54
Time value: 4.48
Break-even: 34.02
Moneyness: 1.34
Premium: 0.15
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 0.50%
Delta: 0.58
Theta: 0.00
Omega: 1.41
Rho: 0.19
 

Quote data

Open: 12.10
High: 12.10
Low: 12.10
Previous Close: 12.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.33%
1 Month
  -1.31%
3 Months  
+47.56%
YTD
  -5.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 12.14 11.42
1M High / 1M Low: 12.83 11.42
6M High / 6M Low: 12.83 7.08
High (YTD): 1/5/2021 12.78
Low (YTD): 1/19/2021 11.42
52W High: - -
52W Low: - -
Avg. price 1W:   11.85
Avg. volume 1W:   0.00
Avg. price 1M:   12.11
Avg. volume 1M:   0.00
Avg. price 6M:   9.20
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.40%
Volatility 6M:   57.38%
Volatility 1Y:   -
Volatility 3Y:   -