Soc. Generale Call 28 EVT 13.12.2.../  DE000SR4R485  /

EUWAX
1/28/2021  8:35:36 AM Chg.-1.72 Bid10:29:58 AM Ask- Underlying Strike price Expiration date Option type
10.36EUR -14.24% 10.92
Bid Size: 1,620
-
Ask Size: -
EVOTEC SE INH O.N. 28.00 EUR 12/13/2023 Call

Master data

WKN: SR4R48
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 8.19
Intrinsic value: 8.19
Implied volatility: 1.00
Historic volatility: 0.39
Parity: 8.19
Time value: 3.47
Break-even: 39.66
Moneyness: 1.29
Premium: 0.10
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.52
Theta: 0.00
Omega: 1.60
Rho: 0.20
 

Quote data

Open: 10.36
High: 10.36
Low: 10.36
Previous Close: 12.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.43%
1 Month  
+26.96%
3 Months  
+116.28%
YTD  
+28.54%
1 Year  
+38.32%
3 Years     -
5 Years     -
1W High / 1W Low: 12.08 7.43
1M High / 1M Low: 12.08 6.97
6M High / 6M Low: 12.08 3.93
High (YTD): 1/27/2021 12.08
Low (YTD): 1/19/2021 6.97
52W High: 1/27/2021 12.08
52W Low: 9/25/2020 3.93
Avg. price 1W:   8.93
Avg. volume 1W:   0.00
Avg. price 1M:   7.88
Avg. volume 1M:   0.00
Avg. price 6M:   5.67
Avg. volume 6M:   0.00
Avg. price 1Y:   6.02
Avg. volume 1Y:   0.00
Volatility 1M:   124.59%
Volatility 6M:   91.64%
Volatility 1Y:   103.58%
Volatility 3Y:   -