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

Frankfurt Zert./SG
1/15/2021  4:36:44 PM Chg.-0.090 Bid4:40:38 PM Ask- Underlying Strike price Expiration date Option type
9.650EUR -0.92% 9.680
Bid Size: 4,800
-
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: 3.03
Leverage: Yes

Calculated values

Fair value: 3.48
Intrinsic value: 3.48
Implied volatility: 1.03
Historic volatility: 0.38
Parity: 3.48
Time value: 6.26
Break-even: 35.74
Moneyness: 1.13
Premium: 0.21
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.21%
Delta: 0.50
Theta: 0.00
Omega: 1.50
Rho: 0.19
 

Quote data

Open: 9.630
High: 10.040
Low: 9.620
Previous Close: 9.740
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+1.79%
1 Month  
+22.46%
3 Months  
+46.88%
YTD
  -7.92%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 9.740 9.480
1M High / 1M Low: 10.830 7.880
6M High / 6M Low: 10.830 5.700
High (YTD): 1/5/2021 10.590
Low (YTD): 1/12/2021 9.480
52W High: - -
52W Low: - -
Avg. price 1W:   9.620
Avg. volume 1W:   0.000
Avg. price 1M:   9.617
Avg. volume 1M:   0.000
Avg. price 6M:   7.475
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.13%
Volatility 6M:   68.07%
Volatility 1Y:   -
Volatility 3Y:   -