Soc. Generale Call 26 EVT 13.12.2.../  DE000SR4R469  /

EUWAX
1/18/2021  6:17:05 PM Chg.+0.32 Bid9:59:49 PM Ask- Underlying Strike price Expiration date Option type
8.62EUR +3.86% 8.64
Bid Size: 915
-
Ask Size: -
EVOTEC SE INH O.N. 26.00 EUR 12/13/2023 Call

Master data

WKN: SR4R46
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.58
Leverage: Yes

Calculated values

Fair value: 3.21
Intrinsic value: 3.21
Implied volatility: 0.97
Historic volatility: 0.37
Parity: 3.21
Time value: 4.95
Break-even: 34.16
Moneyness: 1.12
Premium: 0.17
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.47
Theta: 0.00
Omega: 1.66
Rho: 0.16
 

Quote data

Open: 8.20
High: 8.66
Low: 8.20
Previous Close: 8.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.99%
1 Month  
+8.43%
3 Months  
+51.23%
YTD
  -5.69%
1 Year  
+12.09%
3 Years     -
5 Years     -
1W High / 1W Low: 8.62 8.21
1M High / 1M Low: 9.24 7.84
6M High / 6M Low: 9.24 4.53
High (YTD): 1/5/2021 9.20
Low (YTD): 1/12/2021 8.21
52W High: 3/25/2020 9.44
52W Low: 3/16/2020 4.21
Avg. price 1W:   8.42
Avg. volume 1W:   0.00
Avg. price 1M:   8.62
Avg. volume 1M:   0.00
Avg. price 6M:   6.26
Avg. volume 6M:   0.00
Avg. price 1Y:   6.64
Avg. volume 1Y:   0.00
Volatility 1M:   53.74%
Volatility 6M:   80.89%
Volatility 1Y:   102.54%
Volatility 3Y:   -