Soc. Generale Call 36 EVT 13.12.2.../  DE000SR4R5E8  /

EUWAX
1/26/2021  12:12:57 PM Chg.+0.26 Bid1:03:51 PM Ask- Underlying Strike price Expiration date Option type
4.93EUR +5.57% 5.27
Bid Size: 159
-
Ask Size: -
EVOTEC SE INH O.N. 36.00 EUR 12/13/2023 Call

Master data

WKN: SR4R5E
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.35
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.37
Parity: -5.98
Time value: 4.73
Break-even: 40.73
Moneyness: 0.83
Premium: 0.36
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: 4.65
High: 5.09
Low: 4.65
Previous Close: 4.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.08%
1 Month  
+5.12%
3 Months  
+69.42%
YTD
  -0.80%
1 Year
  -3.90%
3 Years     -
5 Years     -
1W High / 1W Low: 4.67 4.14
1M High / 1M Low: 5.04 4.14
6M High / 6M Low: 5.04 2.61
High (YTD): 1/5/2021 4.99
Low (YTD): 1/19/2021 4.14
52W High: 3/24/2020 6.48
52W Low: 10/7/2020 2.61
Avg. price 1W:   4.39
Avg. volume 1W:   0.00
Avg. price 1M:   4.57
Avg. volume 1M:   0.00
Avg. price 6M:   3.51
Avg. volume 6M:   0.00
Avg. price 1Y:   3.98
Avg. volume 1Y:   0.00
Volatility 1M:   65.98%
Volatility 6M:   92.96%
Volatility 1Y:   121.27%
Volatility 3Y:   -