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

EUWAX
3/8/2021  6:15:34 PM Chg.- Bid8:59:24 AM Ask- Underlying Strike price Expiration date Option type
7.10EUR - 7.03
Bid Size: 2,550
-
Ask Size: -
EVOTEC SE INH O.N. 32.00 - 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 -
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.13
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.40
Parity: -3.12
Time value: 7.00
Break-even: 39.00
Moneyness: 0.90
Premium: 0.35
Premium p.a.: 0.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.42
Theta: 0.00
Omega: 1.73
Rho: 0.14
 

Quote data

Open: 7.08
High: 7.14
Low: 6.77
Previous Close: 7.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.57%
1 Month
  -32.89%
3 Months  
+62.10%
YTD  
+12.34%
1 Year  
+74.02%
3 Years     -
5 Years     -
1W High / 1W Low: 9.29 7.10
1M High / 1M Low: 12.69 7.10
6M High / 6M Low: 12.69 2.98
High (YTD): 2/16/2021 12.69
Low (YTD): 1/19/2021 5.36
52W High: 2/16/2021 12.69
52W Low: 9/25/2020 2.98
Avg. price 1W:   8.25
Avg. volume 1W:   0.00
Avg. price 1M:   10.12
Avg. volume 1M:   0.00
Avg. price 6M:   5.79
Avg. volume 6M:   0.00
Avg. price 1Y:   5.37
Avg. volume 1Y:   0.00
Volatility 1M:   93.09%
Volatility 6M:   106.24%
Volatility 1Y:   119.93%
Volatility 3Y:   -