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

Frankfurt Zert./SG
1/19/2021  9:43:09 PM Chg.-0.610 Bid9:59:32 PM Ask- Underlying Strike price Expiration date Option type
11.480EUR -5.05% -
Bid Size: -
-
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: 2.44
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: 4.55
Break-even: 34.09
Moneyness: 1.34
Premium: 0.15
Premium p.a.: 0.04
Spread abs.: -0.07
Spread %: -0.58%
Delta: 0.58
Theta: 0.00
Omega: 1.41
Rho: 0.19
 

Quote data

Open: 11.720
High: 11.790
Low: 11.090
Previous Close: 12.090
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -3.69%
1 Month  
+1.77%
3 Months  
+38.15%
YTD
  -10.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 12.090 11.480
1M High / 1M Low: 12.900 11.290
6M High / 6M Low: 12.900 7.080
High (YTD): 1/5/2021 12.900
Low (YTD): 1/19/2021 11.480
52W High: - -
52W Low: - -
Avg. price 1W:   11.818
Avg. volume 1W:   0.000
Avg. price 1M:   12.057
Avg. volume 1M:   0.000
Avg. price 6M:   9.165
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.88%
Volatility 6M:   58.68%
Volatility 1Y:   -
Volatility 3Y:   -