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

Frankfurt Zert./SG
1/22/2021  2:54:57 PM Chg.+0.040 Bid2:59:20 PM Ask- Underlying Strike price Expiration date Option type
10.800EUR +0.37% 10.790
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: 2.73
Leverage: Yes

Calculated values

Fair value: 5.43
Intrinsic value: 5.43
Implied volatility: 1.05
Historic volatility: 0.37
Parity: 5.43
Time value: 5.34
Break-even: 34.77
Moneyness: 1.23
Premium: 0.18
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 0.74%
Delta: 0.53
Theta: 0.00
Omega: 1.46
Rho: 0.19
 

Quote data

Open: 10.700
High: 10.830
Low: 10.660
Previous Close: 10.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.86%
1 Month
  -0.37%
3 Months  
+41.92%
YTD
  -6.66%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 10.930 10.240
1M High / 1M Low: 11.950 10.240
6M High / 6M Low: 11.950 6.330
High (YTD): 1/5/2021 11.700
Low (YTD): 1/19/2021 10.240
52W High: - -
52W Low: - -
Avg. price 1W:   10.586
Avg. volume 1W:   0.000
Avg. price 1M:   10.923
Avg. volume 1M:   0.000
Avg. price 6M:   8.295
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.83%
Volatility 6M:   64.20%
Volatility 1Y:   -
Volatility 3Y:   -