Soc. Generale Call 30 EVT 13.12.2.../  DE000SR0RDH1  /

EUWAX
1/22/2021  6:13:41 PM Chg.+0.12 Bid9:59:14 PM Ask- Underlying Strike price Expiration date Option type
6.61EUR +1.85% 6.49
Bid Size: 810
-
Ask Size: -
EVOTEC SE INH O.N. 30.00 EUR 12/13/2023 Call

Master data

WKN: SR0RDH
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 12/13/2023
Issue date: 4/11/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.37
Parity: -0.57
Time value: 6.49
Break-even: 36.49
Moneyness: 0.98
Premium: 0.24
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 0.92%
Delta: 0.39
Theta: 0.00
Omega: 1.79
Rho: 0.15
 

Quote data

Open: 6.37
High: 6.63
Low: 6.37
Previous Close: 6.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.92%
1 Month  
+1.38%
3 Months  
+49.55%
YTD
  -4.06%
1 Year
  -4.34%
3 Years     -
5 Years     -
1W High / 1W Low: 6.58 5.92
1M High / 1M Low: 7.18 5.92
6M High / 6M Low: 7.18 3.34
High (YTD): 1/5/2021 7.07
Low (YTD): 1/19/2021 5.92
52W High: 3/20/2020 7.70
52W Low: 10/7/2020 3.34
Avg. price 1W:   6.32
Avg. volume 1W:   0.00
Avg. price 1M:   6.55
Avg. volume 1M:   0.00
Avg. price 6M:   4.87
Avg. volume 6M:   0.00
Avg. price 1Y:   5.36
Avg. volume 1Y:   .94
Volatility 1M:   68.89%
Volatility 6M:   93.61%
Volatility 1Y:   99.15%
Volatility 3Y:   -