Soc. Generale Call 46 EVT 13.12.2.../  DE000SR6M184  /

EUWAX
1/19/2021  6:15:01 PM Chg.-0.33 Bid9:50:47 PM Ask- Underlying Strike price Expiration date Option type
2.55EUR -11.46% 2.58
Bid Size: 1,125
-
Ask Size: -
EVOTEC SE INH O.N. 46.00 EUR 12/13/2023 Call

Master data

WKN: SR6M18
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 12/13/2023
Issue date: 1/30/2020
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.37
Parity: -16.46
Time value: 2.86
Break-even: 48.86
Moneyness: 0.64
Premium: 0.65
Premium p.a.: 0.19
Spread abs.: -0.03
Spread %: -1.05%
Delta: 0.21
Theta: 0.00
Omega: 2.18
Rho: 0.10
 

Quote data

Open: 2.67
High: 2.67
Low: 2.43
Previous Close: 2.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.85%
1 Month
  -1.16%
3 Months  
+20.28%
YTD
  -18.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.88 2.68
1M High / 1M Low: 3.19 2.51
6M High / 6M Low: 3.19 1.49
High (YTD): 1/5/2021 3.12
Low (YTD): 1/12/2021 2.68
52W High: - -
52W Low: - -
Avg. price 1W:   2.78
Avg. volume 1W:   0.00
Avg. price 1M:   2.87
Avg. volume 1M:   0.00
Avg. price 6M:   2.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.54%
Volatility 6M:   125.47%
Volatility 1Y:   -
Volatility 3Y:   -