Soc. Generale Call 24 EVT 13.12.2.../  DE000SR4R451  /

EUWAX
1/27/2021  6:17:12 PM Chg.+2.55 Bid9:58:04 PM Ask- Underlying Strike price Expiration date Option type
14.89EUR +20.66% 14.45
Bid Size: 279
-
Ask Size: -
EVOTEC SE INH O.N. 24.00 EUR 12/13/2023 Call

Master data

WKN: SR4R45
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.64
Leverage: Yes

Calculated values

Fair value: 9.02
Intrinsic value: 9.02
Implied volatility: 1.06
Historic volatility: 0.38
Parity: 9.02
Time value: 3.50
Break-even: 36.52
Moneyness: 1.38
Premium: 0.11
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.57
Theta: 0.00
Omega: 1.51
Rho: 0.18
 

Quote data

Open: 14.09
High: 14.99
Low: 12.47
Previous Close: 12.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+58.74%
1 Month  
+50.40%
3 Months  
+132.29%
YTD  
+45.69%
1 Year  
+81.59%
3 Years     -
5 Years     -
1W High / 1W Low: 12.34 9.38
1M High / 1M Low: 12.34 9.11
6M High / 6M Low: 12.34 5.23
High (YTD): 1/26/2021 12.34
Low (YTD): 1/19/2021 9.11
52W High: 1/26/2021 12.34
52W Low: 3/16/2020 4.63
Avg. price 1W:   10.27
Avg. volume 1W:   0.00
Avg. price 1M:   9.89
Avg. volume 1M:   0.00
Avg. price 6M:   7.18
Avg. volume 6M:   0.00
Avg. price 1Y:   7.42
Avg. volume 1Y:   0.00
Volatility 1M:   87.80%
Volatility 6M:   76.64%
Volatility 1Y:   99.56%
Volatility 3Y:   -