Soc. Generale Call 47 EVT 13.12.2.../  DE000SR6VCM2  /

EUWAX
1/18/2021  8:23:16 AM Chg.-0.08 Bid9:06:18 AM Ask- Underlying Strike price Expiration date Option type
2.54EUR -3.05% 2.66
Bid Size: 8,200
-
Ask Size: -
EVOTEC SE INH O.N. 47.00 EUR 12/13/2023 Call

Master data

WKN: SR6VCM
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 47.00 EUR
Maturity: 12/13/2023
Issue date: 2/13/2020
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.45
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.37
Parity: -17.79
Time value: 2.55
Break-even: 49.55
Moneyness: 0.62
Premium: 0.70
Premium p.a.: 0.20
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.19
Theta: 0.00
Omega: 2.23
Rho: 0.09
 

Quote data

Open: 2.54
High: 2.54
Low: 2.54
Previous Close: 2.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.58%
1 Month  
+2.42%
3 Months  
+30.26%
YTD
  -17.26%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.72 2.59
1M High / 1M Low: 3.08 2.42
6M High / 6M Low: 3.08 1.43
High (YTD): 1/5/2021 3.01
Low (YTD): 1/12/2021 2.59
52W High: - -
52W Low: - -
Avg. price 1W:   2.67
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   2.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.39%
Volatility 6M:   124.24%
Volatility 1Y:   -
Volatility 3Y:   -