Soc. Generale Call 35 EVT 13.12.2.../  DE000SR0RDJ7  /

EUWAX
1/15/2021  6:15:48 PM Chg.-0.14 Bid9:57:05 PM Ask- Underlying Strike price Expiration date Option type
4.65EUR -2.92% 4.55
Bid Size: 795
-
Ask Size: -
EVOTEC SE INH O.N. 35.00 EUR 12/13/2023 Call

Master data

WKN: SR0RDJ
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 12/13/2023
Issue date: 4/11/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.42
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.37
Parity: -5.79
Time value: 4.55
Break-even: 39.55
Moneyness: 0.83
Premium: 0.35
Premium p.a.: 0.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.30
Theta: 0.00
Omega: 1.96
Rho: 0.13
 

Quote data

Open: 4.66
High: 4.84
Low: 4.65
Previous Close: 4.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.22%
1 Month  
+9.15%
3 Months  
+42.64%
YTD
  -11.76%
1 Year
  -9.36%
3 Years     -
5 Years     -
1W High / 1W Low: 4.79 4.59
1M High / 1M Low: 5.35 4.26
6M High / 6M Low: 5.35 2.75
High (YTD): 1/5/2021 5.30
Low (YTD): 1/12/2021 4.59
52W High: 3/20/2020 6.65
52W Low: 9/25/2020 2.75
Avg. price 1W:   4.71
Avg. volume 1W:   0.00
Avg. price 1M:   4.83
Avg. volume 1M:   0.00
Avg. price 6M:   3.65
Avg. volume 6M:   0.00
Avg. price 1Y:   4.14
Avg. volume 1Y:   19.76
Volatility 1M:   67.89%
Volatility 6M:   102.65%
Volatility 1Y:   129.92%
Volatility 3Y:   -