Soc. Generale Call 24 EVT 18.12.2024
/ DE000SR667Y6
Soc. Generale Call 24 EVT 18.12.2.../ DE000SR667Y6 /
| 1/18/2021 8:19:41 AM |
Chg.-0.11 |
Bid9:07:48 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.52EUR |
-1.03% |
10.70
Bid Size: 5,500 |
-
Ask Size: - |
EVOTEC SE INH O.N. |
24.00 EUR |
12/18/2024 |
Call |
Master data
| WKN: |
SR667Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EVOTEC SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
12/18/2024 |
| Issue date: |
3/11/2020 |
| Last trading day: |
12/16/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.21 |
| Intrinsic value: |
5.21 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.37 |
| Parity: |
5.21 |
| Time value: |
5.27 |
| Break-even: |
34.48 |
| Moneyness: |
1.22 |
| Premium: |
0.18 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.53 |
| Theta: |
0.00 |
| Omega: |
1.47 |
| Rho: |
0.19 |
Quote data
| Open: |
10.52 |
| High: |
10.52 |
| Low: |
10.52 |
| Previous Close: |
10.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.14% |
| 1 Month |
|
|
+3.24% |
| 3 Months |
|
|
+41.78% |
| YTD |
|
|
-9.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.84 |
10.54 |
| 1M High / 1M Low: |
11.65 |
10.13 |
| 6M High / 6M Low: |
11.65 |
6.33 |
| High (YTD): |
1/5/2021 |
11.59 |
| Low (YTD): |
1/12/2021 |
10.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.02% |
| Volatility 6M: |
|
65.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |