Soc. Generale Call 34 EVT 13.12.2.../  DE000SR4R5D0  /

EUWAX
1/25/2021  2:09:50 PM Chg.-0.04 Bid2:59:11 PM Ask- Underlying Strike price Expiration date Option type
5.04EUR -0.79% 4.95
Bid Size: 5,200
-
Ask Size: -
EVOTEC SE INH O.N. 34.00 EUR 12/13/2023 Call

Master data

WKN: SR4R5D
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.93
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.37
Parity: -4.46
Time value: 4.98
Break-even: 38.98
Moneyness: 0.87
Premium: 0.32
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.32
Theta: 0.00
Omega: 1.93
Rho: 0.13
 

Quote data

Open: 5.04
High: 5.10
Low: 5.04
Previous Close: 5.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.89%
1 Month
  -4.73%
3 Months  
+48.67%
YTD
  -10.00%
1 Year
  -9.84%
3 Years     -
5 Years     -
1W High / 1W Low: 5.19 4.71
1M High / 1M Low: 5.67 4.71
6M High / 6M Low: 5.67 2.87
High (YTD): 1/5/2021 5.62
Low (YTD): 1/19/2021 4.71
52W High: 3/25/2020 7.52
52W Low: 9/8/2020 2.87
Avg. price 1W:   4.96
Avg. volume 1W:   0.00
Avg. price 1M:   5.16
Avg. volume 1M:   0.00
Avg. price 6M:   3.90
Avg. volume 6M:   0.00
Avg. price 1Y:   4.41
Avg. volume 1Y:   0.00
Volatility 1M:   62.53%
Volatility 6M:   94.40%
Volatility 1Y:   123.40%
Volatility 3Y:   -