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

EUWAX
1/20/2021  6:15:37 PM Chg.+0.29 Bid9:58:25 PM Ask- Underlying Strike price Expiration date Option type
8.26EUR +3.64% 8.25
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: 3.63
Leverage: Yes

Calculated values

Fair value: 2.77
Intrinsic value: 2.77
Implied volatility: 0.97
Historic volatility: 0.37
Parity: 2.77
Time value: 5.16
Break-even: 33.93
Moneyness: 1.11
Premium: 0.18
Premium p.a.: 0.06
Spread abs.: -0.13
Spread %: -1.64%
Delta: 0.46
Theta: 0.00
Omega: 1.67
Rho: 0.15
 

Quote data

Open: 7.97
High: 8.31
Low: 7.97
Previous Close: 7.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.36%
1 Month  
+3.90%
3 Months  
+47.24%
YTD
  -9.63%
1 Year  
+3.51%
3 Years     -
5 Years     -
1W High / 1W Low: 8.62 7.97
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): 1/19/2021 7.97
52W High: 3/25/2020 9.44
52W Low: 3/16/2020 4.21
Avg. price 1W:   8.37
Avg. volume 1W:   0.00
Avg. price 1M:   8.58
Avg. volume 1M:   0.00
Avg. price 6M:   6.27
Avg. volume 6M:   0.00
Avg. price 1Y:   6.64
Avg. volume 1Y:   0.00
Volatility 1M:   59.50%
Volatility 6M:   81.31%
Volatility 1Y:   102.63%
Volatility 3Y:   -