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

EUWAX
1/25/2021  3:08:42 PM Chg.-0.12 Bid3:39:57 PM Ask- Underlying Strike price Expiration date Option type
4.65EUR -2.52% 4.83
Bid Size: 5,300
-
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: 6.33
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.37
Parity: -5.46
Time value: 4.67
Break-even: 39.67
Moneyness: 0.84
Premium: 0.34
Premium p.a.: 0.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.31
Theta: 0.00
Omega: 1.96
Rho: 0.13
 

Quote data

Open: 4.74
High: 4.79
Low: 4.65
Previous Close: 4.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.71%
1 Month
  -6.63%
3 Months  
+44.86%
YTD
  -11.76%
1 Year
  -13.25%
3 Years     -
5 Years     -
1W High / 1W Low: 4.88 4.42
1M High / 1M Low: 5.35 4.42
6M High / 6M Low: 5.35 2.75
High (YTD): 1/5/2021 5.30
Low (YTD): 1/19/2021 4.42
52W High: 3/20/2020 6.65
52W Low: 9/25/2020 2.75
Avg. price 1W:   4.65
Avg. volume 1W:   0.00
Avg. price 1M:   4.85
Avg. volume 1M:   0.00
Avg. price 6M:   3.66
Avg. volume 6M:   0.00
Avg. price 1Y:   4.12
Avg. volume 1Y:   19.84
Volatility 1M:   63.80%
Volatility 6M:   97.34%
Volatility 1Y:   130.33%
Volatility 3Y:   -