Soc. Generale Call 43 EVT 13.12.2.../  DE000SR6KZJ2  /

EUWAX
1/20/2021  6:13:36 PM Chg.+0.08 Bid9:59:45 PM Ask- Underlying Strike price Expiration date Option type
2.88EUR +2.86% 2.88
Bid Size: 975
-
Ask Size: -
EVOTEC SE INH O.N. 43.00 EUR 12/13/2023 Call

Master data

WKN: SR6KZJ
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 43.00 EUR
Maturity: 12/13/2023
Issue date: 1/28/2020
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.37
Parity: -14.23
Time value: 2.82
Break-even: 45.82
Moneyness: 0.67
Premium: 0.59
Premium p.a.: 0.17
Spread abs.: -0.03
Spread %: -1.06%
Delta: 0.21
Theta: 0.00
Omega: 2.17
Rho: 0.10
 

Quote data

Open: 2.74
High: 2.91
Low: 2.74
Previous Close: 2.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.49%
1 Month  
+1.41%
3 Months  
+24.68%
YTD
  -17.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.15 2.80
1M High / 1M Low: 3.50 2.77
6M High / 6M Low: 3.50 1.89
High (YTD): 1/5/2021 3.43
Low (YTD): 1/19/2021 2.80
52W High: - -
52W Low: - -
Avg. price 1W:   3.02
Avg. volume 1W:   0.00
Avg. price 1M:   3.14
Avg. volume 1M:   0.00
Avg. price 6M:   2.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.08%
Volatility 6M:   115.83%
Volatility 1Y:   -
Volatility 3Y:   -