Soc. Generale Call 37 EVT 13.12.2.../  DE000SR4R5F5  /

EUWAX
3/5/2021  6:14:52 PM Chg.-1.16 Bid- Ask- Underlying Strike price Expiration date Option type
6.09EUR -16.00% -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 37.00 - 12/13/2023 Call

Master data

WKN: SR4R5F
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.50
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.96
Historic volatility: 0.41
Parity: -5.71
Time value: 6.96
Break-even: 43.96
Moneyness: 0.85
Premium: 0.40
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.39
Theta: 0.00
Omega: 1.76
Rho: 0.15
 

Quote data

Open: 6.41
High: 6.76
Low: 6.09
Previous Close: 7.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.52%
1 Month
  -28.86%
3 Months  
+95.19%
YTD  
+29.85%
1 Year  
+44.66%
3 Years     -
5 Years     -
1W High / 1W Low: 8.11 7.25
1M High / 1M Low: 10.88 7.25
6M High / 6M Low: 10.88 2.47
High (YTD): 2/16/2021 10.88
Low (YTD): 1/19/2021 3.89
52W High: 2/16/2021 10.88
52W Low: 10/7/2020 2.47
Avg. price 1W:   7.66
Avg. volume 1W:   0.00
Avg. price 1M:   8.84
Avg. volume 1M:   0.00
Avg. price 6M:   4.48
Avg. volume 6M:   0.00
Avg. price 1Y:   4.21
Avg. volume 1Y:   0.00
Volatility 1M:   84.48%
Volatility 6M:   115.19%
Volatility 1Y:   135.46%
Volatility 3Y:   -