Soc. Generale Call 23 EVT 13.12.2.../  DE000SR4R444  /

EUWAX
1/26/2021  6:14:54 PM Chg.+2.23 Bid9:57:01 PM Ask- Underlying Strike price Expiration date Option type
13.02EUR +20.67% 13.20
Bid Size: 915
-
Ask Size: -
EVOTEC SE INH O.N. 23.00 EUR 12/13/2023 Call

Master data

WKN: SR4R44
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 23.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.78
Leverage: Yes

Calculated values

Fair value: 7.02
Intrinsic value: 7.02
Implied volatility: 1.04
Historic volatility: 0.37
Parity: 7.02
Time value: 3.77
Break-even: 33.79
Moneyness: 1.31
Premium: 0.13
Premium p.a.: 0.04
Spread abs.: -0.10
Spread %: -0.93%
Delta: 0.55
Theta: 0.00
Omega: 1.53
Rho: 0.17
 

Quote data

Open: 10.83
High: 13.15
Low: 10.83
Previous Close: 10.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.95%
1 Month  
+23.76%
3 Months  
+102.80%
YTD  
+19.78%
1 Year  
+42.61%
3 Years     -
5 Years     -
1W High / 1W Low: 10.79 9.72
1M High / 1M Low: 11.05 9.72
6M High / 6M Low: 11.05 5.50
High (YTD): 1/5/2021 11.05
Low (YTD): 1/19/2021 9.72
52W High: 1/5/2021 11.05
52W Low: 3/16/2020 4.87
Avg. price 1W:   10.24
Avg. volume 1W:   0.00
Avg. price 1M:   10.39
Avg. volume 1M:   0.00
Avg. price 6M:   7.57
Avg. volume 6M:   0.00
Avg. price 1Y:   7.80
Avg. volume 1Y:   0.00
Volatility 1M:   47.26%
Volatility 6M:   69.08%
Volatility 1Y:   93.22%
Volatility 3Y:   -