Soc. Generale Call 27 EVT 13.12.2.../  DE000SR4R477  /

EUWAX
3/5/2021  6:14:56 PM Chg.-1.47 Bid- Ask- Underlying Strike price Expiration date Option type
9.05EUR -13.97% -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 27.00 - 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 -
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.08
Leverage: Yes

Calculated values

Fair value: 4.29
Intrinsic value: 4.29
Implied volatility: 1.03
Historic volatility: 0.41
Parity: 4.29
Time value: 5.87
Break-even: 37.16
Moneyness: 1.16
Premium: 0.19
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.52
Theta: 0.00
Omega: 1.59
Rho: 0.17
 

Quote data

Open: 9.49
High: 9.92
Low: 9.05
Previous Close: 10.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.98%
1 Month
  -25.14%
3 Months  
+49.09%
YTD  
+5.36%
1 Year  
+43.88%
3 Years     -
5 Years     -
1W High / 1W Low: 11.62 10.52
1M High / 1M Low: 15.01 10.52
6M High / 6M Low: 15.01 4.22
High (YTD): 2/16/2021 15.01
Low (YTD): 1/19/2021 7.45
52W High: 2/16/2021 15.01
52W Low: 9/25/2020 4.22
Avg. price 1W:   11.06
Avg. volume 1W:   0.00
Avg. price 1M:   12.49
Avg. volume 1M:   0.00
Avg. price 6M:   7.46
Avg. volume 6M:   0.00
Avg. price 1Y:   6.87
Avg. volume 1Y:   0.00
Volatility 1M:   74.39%
Volatility 6M:   88.39%
Volatility 1Y:   102.90%
Volatility 3Y:   -