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

EUWAX
1/26/2021  8:46:04 AM Chg.+0.02 Bid9:16:35 AM Ask- Underlying Strike price Expiration date Option type
11.32EUR +0.18% 12.18
Bid Size: 1,650
-
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: 2.73
Leverage: Yes

Calculated values

Fair value: 5.54
Intrinsic value: 5.54
Implied volatility: 1.05
Historic volatility: 0.37
Parity: 5.54
Time value: 5.27
Break-even: 34.81
Moneyness: 1.23
Premium: 0.18
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.53
Theta: 0.00
Omega: 1.46
Rho: 0.19
 

Quote data

Open: 11.32
High: 11.32
Low: 11.32
Previous Close: 11.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.12%
1 Month  
+1.98%
3 Months  
+57.00%
YTD
  -2.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 11.30 10.28
1M High / 1M Low: 11.65 10.28
6M High / 6M Low: 11.65 6.33
High (YTD): 1/5/2021 11.59
Low (YTD): 1/19/2021 10.28
52W High: - -
52W Low: - -
Avg. price 1W:   10.76
Avg. volume 1W:   0.00
Avg. price 1M:   10.97
Avg. volume 1M:   0.00
Avg. price 6M:   8.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.40%
Volatility 6M:   63.84%
Volatility 1Y:   -
Volatility 3Y:   -