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

EUWAX
1/22/2021  6:14:01 PM Chg.+0.14 Bid9:59:14 PM Ask- Underlying Strike price Expiration date Option type
8.07EUR +1.77% 7.93
Bid Size: 810
-
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: 3.73
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 2.54
Implied volatility: 0.96
Historic volatility: 0.37
Parity: 2.54
Time value: 5.39
Break-even: 34.93
Moneyness: 1.09
Premium: 0.18
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.45
Theta: 0.00
Omega: 1.68
Rho: 0.16
 

Quote data

Open: 7.79
High: 8.08
Low: 7.79
Previous Close: 7.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.86%
1 Month
  -1.47%
3 Months  
+56.40%
YTD
  -6.05%
1 Year  
+5.91%
3 Years     -
5 Years     -
1W High / 1W Low: 8.09 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:   7.85
Avg. volume 1W:   0.00
Avg. price 1M:   8.06
Avg. volume 1M:   0.00
Avg. price 6M:   5.93
Avg. volume 6M:   0.00
Avg. price 1Y:   6.31
Avg. volume 1Y:   0.00
Volatility 1M:   53.97%
Volatility 6M:   77.24%
Volatility 1Y:   95.98%
Volatility 3Y:   -