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: |
|
- |