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

EUWAX
1/18/2021  6:14:43 PM Chg.+0.36 Bid9:59:49 PM Ask- Underlying Strike price Expiration date Option type
12.14EUR +3.06% 12.16
Bid Size: 885
-
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: 2.51
Leverage: Yes

Calculated values

Fair value: 7.21
Intrinsic value: 7.21
Implied volatility: 1.07
Historic volatility: 0.37
Parity: 7.21
Time value: 4.41
Break-even: 33.62
Moneyness: 1.33
Premium: 0.15
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.57
Theta: 0.00
Omega: 1.42
Rho: 0.19
 

Quote data

Open: 11.67
High: 12.18
Low: 11.67
Previous Close: 11.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.94%
1 Month  
+7.43%
3 Months  
+43.84%
YTD
  -5.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 12.14 11.68
1M High / 1M Low: 12.83 11.24
6M High / 6M Low: 12.83 7.08
High (YTD): 1/5/2021 12.78
Low (YTD): 1/12/2021 11.68
52W High: - -
52W Low: - -
Avg. price 1W:   11.91
Avg. volume 1W:   0.00
Avg. price 1M:   12.14
Avg. volume 1M:   0.00
Avg. price 6M:   9.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   43.55%
Volatility 6M:   59.21%
Volatility 1Y:   -
Volatility 3Y:   -