Soc. Generale Call 26 EVT 18.12.2.../  DE000SR667Z3  /

EUWAX
1/18/2021  6:14:43 PM Chg.+0.33 Bid9:59:49 PM Ask- Underlying Strike price Expiration date Option type
9.90EUR +3.45% 9.92
Bid Size: 720
-
Ask Size: -
EVOTEC SE INH O.N. 26.00 EUR 12/18/2024 Call

Master data

WKN: SR667Z
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 12/18/2024
Issue date: 3/11/2020
Last trading day: 12/16/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 3.21
Intrinsic value: 3.21
Implied volatility: 1.01
Historic volatility: 0.37
Parity: 3.21
Time value: 6.22
Break-even: 35.43
Moneyness: 1.12
Premium: 0.21
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.49
Theta: 0.00
Omega: 1.51
Rho: 0.19
 

Quote data

Open: 9.47
High: 9.94
Low: 9.47
Previous Close: 9.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.32%
1 Month  
+7.96%
3 Months  
+42.45%
YTD
  -5.98%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 9.90 9.49
1M High / 1M Low: 10.54 9.11
6M High / 6M Low: 10.54 5.67
High (YTD): 1/5/2021 10.49
Low (YTD): 1/12/2021 9.49
52W High: - -
52W Low: - -
Avg. price 1W:   9.70
Avg. volume 1W:   0.00
Avg. price 1M:   9.91
Avg. volume 1M:   0.00
Avg. price 6M:   7.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.66%
Volatility 6M:   69.46%
Volatility 1Y:   -
Volatility 3Y:   -