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

EUWAX
3/5/2021  6:14:55 PM Chg.-1.33 Bid10:00:00 PM Ask- Underlying Strike price Expiration date Option type
7.66EUR -14.79% 7.85
Bid Size: 765
-
Ask Size: -
EVOTEC SE INH O.N. 31.00 - 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 -
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.41
Parity: -1.57
Time value: 7.89
Break-even: 38.89
Moneyness: 0.95
Premium: 0.32
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.38%
Delta: 0.45
Theta: 0.00
Omega: 1.67
Rho: 0.15
 

Quote data

Open: 8.09
High: 8.45
Low: 7.66
Previous Close: 8.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.04%
1 Month
  -26.70%
3 Months  
+66.88%
YTD  
+14.16%
1 Year  
+60.25%
3 Years     -
5 Years     -
1W High / 1W Low: 9.99 7.66
1M High / 1M Low: 13.11 7.66
6M High / 6M Low: 13.11 3.19
High (YTD): 2/16/2021 13.11
Low (YTD): 1/19/2021 5.72
52W High: 2/16/2021 13.11
52W Low: 9/25/2020 3.19
Avg. price 1W:   9.09
Avg. volume 1W:   0.00
Avg. price 1M:   10.66
Avg. volume 1M:   0.00
Avg. price 6M:   6.01
Avg. volume 6M:   0.00
Avg. price 1Y:   5.61
Avg. volume 1Y:   0.00
Volatility 1M:   91.97%
Volatility 6M:   98.75%
Volatility 1Y:   114.14%
Volatility 3Y:   -