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

EUWAX
1/15/2021  6:16:17 PM Chg.-0.13 Bid9:44:28 PM Ask- Underlying Strike price Expiration date Option type
4.11EUR -3.07% 4.02
Bid Size: 735
-
Ask Size: -
EVOTEC SE INH O.N. 37.00 EUR 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 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.27
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.37
Parity: -7.79
Time value: 4.02
Break-even: 41.02
Moneyness: 0.79
Premium: 0.40
Premium p.a.: 0.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.28
Theta: 0.00
Omega: 2.02
Rho: 0.12
 

Quote data

Open: 4.11
High: 4.29
Low: 4.11
Previous Close: 4.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.24%
1 Month  
+28.44%
3 Months  
+39.80%
YTD
  -12.37%
1 Year
  -5.73%
3 Years     -
5 Years     -
1W High / 1W Low: 4.24 4.05
1M High / 1M Low: 4.76 3.20
6M High / 6M Low: 4.76 2.47
High (YTD): 1/5/2021 4.71
Low (YTD): 1/12/2021 4.05
52W High: 3/24/2020 6.30
52W Low: 10/7/2020 2.47
Avg. price 1W:   4.16
Avg. volume 1W:   0.00
Avg. price 1M:   4.22
Avg. volume 1M:   0.00
Avg. price 6M:   3.32
Avg. volume 6M:   0.00
Avg. price 1Y:   3.82
Avg. volume 1Y:   0.00
Volatility 1M:   89.30%
Volatility 6M:   101.73%
Volatility 1Y:   124.57%
Volatility 3Y:   -