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

EUWAX
1/20/2021  6:15:37 PM Chg.+0.26 Bid9:58:25 PM Ask- Underlying Strike price Expiration date Option type
7.23EUR +3.73% 7.22
Bid Size: 810
-
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: 4.09
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.77
Implied volatility: 0.95
Historic volatility: 0.37
Parity: 0.77
Time value: 6.26
Break-even: 35.03
Moneyness: 1.03
Premium: 0.22
Premium p.a.: 0.07
Spread abs.: -0.01
Spread %: -0.14%
Delta: 0.42
Theta: 0.00
Omega: 1.73
Rho: 0.15
 

Quote data

Open: 6.94
High: 7.27
Low: 6.94
Previous Close: 6.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month  
+3.88%
3 Months  
+45.77%
YTD
  -10.30%
1 Year
  -0.82%
3 Years     -
5 Years     -
1W High / 1W Low: 7.58 6.97
1M High / 1M Low: 8.16 6.85
6M High / 6M Low: 8.16 3.93
High (YTD): 1/5/2021 8.10
Low (YTD): 1/19/2021 6.97
52W High: 3/25/2020 8.92
52W Low: 9/25/2020 3.93
Avg. price 1W:   7.34
Avg. volume 1W:   0.00
Avg. price 1M:   7.54
Avg. volume 1M:   0.00
Avg. price 6M:   5.55
Avg. volume 6M:   0.00
Avg. price 1Y:   5.98
Avg. volume 1Y:   0.00
Volatility 1M:   63.90%
Volatility 6M:   84.74%
Volatility 1Y:   98.77%
Volatility 3Y:   -