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

EUWAX
1/22/2021  6:13:48 PM Chg.+0.08 Bid9:56:15 PM Ask- Underlying Strike price Expiration date Option type
4.21EUR +1.94% 4.12
Bid Size: 825
-
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: 7.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.37
Parity: -7.57
Time value: 4.13
Break-even: 41.13
Moneyness: 0.80
Premium: 0.40
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 1.21%
Delta: 0.28
Theta: 0.00
Omega: 2.01
Rho: 0.12
 

Quote data

Open: 4.02
High: 4.23
Low: 4.02
Previous Close: 4.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.43%
1 Month
  -1.17%
3 Months  
+40.33%
YTD
  -10.23%
1 Year
  -17.77%
3 Years     -
5 Years     -
1W High / 1W Low: 4.32 3.89
1M High / 1M Low: 4.76 3.89
6M High / 6M Low: 4.76 2.47
High (YTD): 1/5/2021 4.71
Low (YTD): 1/19/2021 3.89
52W High: 3/24/2020 6.30
52W Low: 10/7/2020 2.47
Avg. price 1W:   4.09
Avg. volume 1W:   0.00
Avg. price 1M:   4.31
Avg. volume 1M:   0.00
Avg. price 6M:   3.33
Avg. volume 6M:   0.00
Avg. price 1Y:   3.81
Avg. volume 1Y:   0.00
Volatility 1M:   69.02%
Volatility 6M:   97.58%
Volatility 1Y:   124.77%
Volatility 3Y:   -