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

EUWAX
1/21/2021  6:16:44 PM Chg.+0.18 Bid9:59:57 PM Ask- Underlying Strike price Expiration date Option type
6.07EUR +3.06% 6.00
Bid Size: 765
-
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: 4.94
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.37
Parity: -1.98
Time value: 5.88
Break-even: 36.88
Moneyness: 0.94
Premium: 0.27
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.37
Theta: 0.00
Omega: 1.83
Rho: 0.14
 

Quote data

Open: 5.87
High: 6.21
Low: 5.87
Previous Close: 5.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.46%
1 Month  
+7.82%
3 Months  
+50.62%
YTD
  -9.54%
1 Year
  -5.45%
3 Years     -
5 Years     -
1W High / 1W Low: 6.27 5.72
1M High / 1M Low: 6.80 5.63
6M High / 6M Low: 6.80 3.19
High (YTD): 1/5/2021 6.75
Low (YTD): 1/19/2021 5.72
52W High: 3/25/2020 8.19
52W Low: 9/25/2020 3.19
Avg. price 1W:   6.01
Avg. volume 1W:   0.00
Avg. price 1M:   6.22
Avg. volume 1M:   0.00
Avg. price 6M:   4.64
Avg. volume 6M:   0.00
Avg. price 1Y:   5.13
Avg. volume 1Y:   0.00
Volatility 1M:   68.51%
Volatility 6M:   93.56%
Volatility 1Y:   106.77%
Volatility 3Y:   -