Soc. Generale Call 29 EVT 13.12.2.../  DE000SR4R493  /

EUWAX
1/27/2021  6:17:09 PM Chg.+2.23 Bid8:47:11 PM Ask- Underlying Strike price Expiration date Option type
11.43EUR +24.24% 11.07
Bid Size: 234
-
Ask Size: -
EVOTEC SE INH O.N. 29.00 EUR 12/13/2023 Call

Master data

WKN: SR4R49
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 29.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 4.02
Intrinsic value: 4.02
Implied volatility: 0.97
Historic volatility: 0.38
Parity: 4.02
Time value: 5.33
Break-even: 38.35
Moneyness: 1.14
Premium: 0.16
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.47
Theta: 0.00
Omega: 1.66
Rho: 0.18
 

Quote data

Open: 10.69
High: 11.52
Low: 9.29
Previous Close: 9.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.08%
1 Month  
+58.97%
3 Months  
+142.68%
YTD  
+51.19%
1 Year  
+75.85%
3 Years     -
5 Years     -
1W High / 1W Low: 9.20 6.76
1M High / 1M Low: 9.20 6.50
6M High / 6M Low: 9.20 3.66
High (YTD): 1/26/2021 9.20
Low (YTD): 1/19/2021 6.50
52W High: 1/26/2021 9.20
52W Low: 9/25/2020 3.66
Avg. price 1W:   7.46
Avg. volume 1W:   0.00
Avg. price 1M:   7.18
Avg. volume 1M:   0.00
Avg. price 6M:   5.28
Avg. volume 6M:   0.00
Avg. price 1Y:   5.69
Avg. volume 1Y:   0.00
Volatility 1M:   104.35%
Volatility 6M:   89.50%
Volatility 1Y:   104.22%
Volatility 3Y:   -