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

EUWAX
1/26/2021  11:11:36 AM Chg.+0.68 Bid11:32:17 AM Ask- Underlying Strike price Expiration date Option type
10.85EUR +6.69% 10.89
Bid Size: 1,860
-
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: 2.93
Leverage: Yes

Calculated values

Fair value: 6.02
Intrinsic value: 6.02
Implied volatility: 1.03
Historic volatility: 0.37
Parity: 6.02
Time value: 4.24
Break-even: 34.26
Moneyness: 1.25
Premium: 0.14
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.53
Theta: 0.00
Omega: 1.56
Rho: 0.17
 

Quote data

Open: 10.21
High: 10.85
Low: 10.21
Previous Close: 10.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.10%
1 Month  
+9.60%
3 Months  
+80.23%
YTD  
+6.16%
1 Year  
+24.43%
3 Years     -
5 Years     -
1W High / 1W Low: 10.17 9.11
1M High / 1M Low: 10.41 9.11
6M High / 6M Low: 10.41 5.23
High (YTD): 1/5/2021 10.41
Low (YTD): 1/19/2021 9.11
52W High: 1/5/2021 10.41
52W Low: 3/16/2020 4.63
Avg. price 1W:   9.62
Avg. volume 1W:   0.00
Avg. price 1M:   9.76
Avg. volume 1M:   0.00
Avg. price 6M:   7.14
Avg. volume 6M:   0.00
Avg. price 1Y:   7.40
Avg. volume 1Y:   0.00
Volatility 1M:   49.09%
Volatility 6M:   71.22%
Volatility 1Y:   97.59%
Volatility 3Y:   -