Soc. Generale Call 27 EVT 13.12.2023
/ DE000SR4R477
Soc. Generale Call 27 EVT 13.12.2.../ DE000SR4R477 /
| 1/26/2021 4:11:51 PM |
Chg.+1.69 |
Bid4:27:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.05EUR |
+20.22% |
10.11
Bid Size: 1,620 |
-
Ask Size: - |
EVOTEC SE INH O.N. |
27.00 EUR |
12/13/2023 |
Call |
Master data
| WKN: |
SR4R47 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EVOTEC SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
12/13/2023 |
| Issue date: |
9/23/2019 |
| Last trading day: |
12/11/2023 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.37 |
| Parity: |
3.02 |
| Time value: |
5.42 |
| Break-even: |
35.44 |
| Moneyness: |
1.11 |
| Premium: |
0.18 |
| 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: |
8.36 |
| High: |
10.05 |
| Low: |
8.36 |
| Previous Close: |
8.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.90% |
| 1 Month |
|
|
+22.71% |
| 3 Months |
|
|
+101.81% |
| YTD |
|
|
+17.00% |
| 1 Year |
|
|
+31.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.36 |
7.45 |
| 1M High / 1M Low: |
8.69 |
7.45 |
| 6M High / 6M Low: |
8.69 |
4.22 |
| High (YTD): |
1/5/2021 |
8.63 |
| Low (YTD): |
1/19/2021 |
7.45 |
| 52W High: |
3/25/2020 |
9.18 |
| 52W Low: |
9/25/2020 |
4.22 |
| Avg. price 1W: |
|
7.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
54.35% |
| Volatility 6M: |
|
77.36% |
| Volatility 1Y: |
|
95.82% |
| Volatility 3Y: |
|
- |