Soc. Generale Call 32 EVT 13.12.2.../  DE000SR4R5B4  /

EUWAX
1/19/2021  6:15:26 PM Chg.- Bid8:03:50 AM Ask- Underlying Strike price Expiration date Option type
5.36EUR - 5.32
Bid Size: 765
-
Ask Size: -
EVOTEC SE INH O.N. 32.00 EUR 12/13/2023 Call

Master data

WKN: SR4R5B
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.01
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.37
Parity: -2.46
Time value: 5.90
Break-even: 37.90
Moneyness: 0.92
Premium: 0.28
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: 5.63
High: 5.63
Low: 5.12
Previous Close: 5.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.94%
1 Month
  -0.74%
3 Months  
+37.44%
YTD
  -15.19%
1 Year
  -12.28%
3 Years     -
5 Years     -
1W High / 1W Low: 5.88 5.36
1M High / 1M Low: 6.40 5.27
6M High / 6M Low: 6.40 2.98
High (YTD): 1/5/2021 6.35
Low (YTD): 1/19/2021 5.36
52W High: 3/25/2020 7.96
52W Low: 9/25/2020 2.98
Avg. price 1W:   5.68
Avg. volume 1W:   0.00
Avg. price 1M:   5.86
Avg. volume 1M:   0.00
Avg. price 6M:   4.37
Avg. volume 6M:   0.00
Avg. price 1Y:   4.88
Avg. volume 1Y:   0.00
Volatility 1M:   70.92%
Volatility 6M:   96.58%
Volatility 1Y:   109.84%
Volatility 3Y:   -