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

EUWAX
3/9/2021  8:39:45 AM Chg.-0.08 Bid9:03:25 AM Ask- Underlying Strike price Expiration date Option type
4.68EUR -1.68% 4.72
Bid Size: 2,850
-
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: 6.17
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.40
Parity: -14.12
Time value: 4.68
Break-even: 47.68
Moneyness: 0.67
Premium: 0.65
Premium p.a.: 0.20
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.31
Theta: 0.00
Omega: 1.91
Rho: 0.12
 

Quote data

Open: 4.68
High: 4.68
Low: 4.68
Previous Close: 4.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.22%
1 Month
  -37.68%
3 Months  
+103.48%
YTD  
+34.87%
1 Year  
+72.69%
3 Years     -
5 Years     -
1W High / 1W Low: 6.43 4.76
1M High / 1M Low: 9.16 4.76
6M High / 6M Low: 9.16 1.89
High (YTD): 2/16/2021 9.16
Low (YTD): 1/19/2021 2.80
52W High: 2/16/2021 9.16
52W Low: 10/7/2020 1.89
Avg. price 1W:   5.63
Avg. volume 1W:   0.00
Avg. price 1M:   7.11
Avg. volume 1M:   0.00
Avg. price 6M:   3.54
Avg. volume 6M:   0.00
Avg. price 1Y:   3.42
Avg. volume 1Y:   0.00
Volatility 1M:   102.89%
Volatility 6M:   116.34%
Volatility 1Y:   137.52%
Volatility 3Y:   -