Soc. Generale Call 31 EVT 13.12.2.../  DE000SR4R5A6  /

EUWAX
1/27/2021  6:19:31 PM Chg.+2.13 Bid9:58:04 PM Ask- Underlying Strike price Expiration date Option type
10.27EUR +26.17% 9.89
Bid Size: 229
-
Ask Size: -
EVOTEC SE INH O.N. 31.00 EUR 12/13/2023 Call

Master data

WKN: SR4R5A
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 31.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 2.02
Implied volatility: 0.94
Historic volatility: 0.38
Parity: 2.02
Time value: 6.28
Break-even: 39.30
Moneyness: 1.07
Premium: 0.19
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.43
Theta: 0.00
Omega: 1.72
Rho: 0.17
 

Quote data

Open: 9.54
High: 10.36
Low: 8.46
Previous Close: 8.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+74.36%
1 Month  
+61.22%
3 Months  
+146.28%
YTD  
+53.06%
1 Year  
+72.90%
3 Years     -
5 Years     -
1W High / 1W Low: 8.14 5.89
1M High / 1M Low: 8.14 5.72
6M High / 6M Low: 8.14 3.19
High (YTD): 1/26/2021 8.14
Low (YTD): 1/19/2021 5.72
52W High: 3/25/2020 8.19
52W Low: 9/25/2020 3.19
Avg. price 1W:   6.54
Avg. volume 1W:   0.00
Avg. price 1M:   6.34
Avg. volume 1M:   0.00
Avg. price 6M:   4.68
Avg. volume 6M:   0.00
Avg. price 1Y:   5.13
Avg. volume 1Y:   0.00
Volatility 1M:   110.02%
Volatility 6M:   95.34%
Volatility 1Y:   109.70%
Volatility 3Y:   -