Soc. Generale Call 24 EVT 18.12.2.../  DE000SR667Y6  /

EUWAX
3/5/2021  6:14:06 PM Chg.-1.57 Bid9:59:03 PM Ask- Underlying Strike price Expiration date Option type
11.80EUR -11.74% 12.04
Bid Size: 825
-
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: 2.44
Leverage: Yes

Calculated values

Fair value: 5.43
Intrinsic value: 5.43
Implied volatility: 1.11
Historic volatility: 0.41
Parity: 5.43
Time value: 6.61
Break-even: 36.04
Moneyness: 1.23
Premium: 0.22
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.58
Theta: 0.00
Omega: 1.41
Rho: 0.19
 

Quote data

Open: 12.27
High: 12.76
Low: 11.80
Previous Close: 13.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.25%
1 Month
  -21.59%
3 Months  
+38.34%
YTD  
+1.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 14.57 11.80
1M High / 1M Low: 18.15 11.80
6M High / 6M Low: 18.15 6.33
High (YTD): 2/16/2021 18.15
Low (YTD): 1/19/2021 10.28
52W High: - -
52W Low: - -
Avg. price 1W:   13.50
Avg. volume 1W:   0.00
Avg. price 1M:   15.32
Avg. volume 1M:   0.00
Avg. price 6M:   10.03
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.09%
Volatility 6M:   75.55%
Volatility 1Y:   -
Volatility 3Y:   -