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

EUWAX
1/26/2021  6:14:28 PM Chg.+0.98 Bid9:58:59 PM Ask- Underlying Strike price Expiration date Option type
3.84EUR +34.27% 3.96
Bid Size: 1,230
-
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: 10.35
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.37
Parity: -16.98
Time value: 2.90
Break-even: 49.90
Moneyness: 0.64
Premium: 0.66
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.21
Theta: 0.00
Omega: 2.18
Rho: 0.10
 

Quote data

Open: 2.84
High: 3.84
Low: 2.84
Previous Close: 2.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.10%
1 Month  
+34.74%
3 Months  
+110.99%
YTD  
+25.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.86 2.46
1M High / 1M Low: 3.08 2.46
6M High / 6M Low: 3.08 1.43
High (YTD): 1/5/2021 3.01
Low (YTD): 1/19/2021 2.46
52W High: - -
52W Low: - -
Avg. price 1W:   2.66
Avg. volume 1W:   0.00
Avg. price 1M:   2.76
Avg. volume 1M:   0.00
Avg. price 6M:   2.13
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.79%
Volatility 6M:   121.84%
Volatility 1Y:   -
Volatility 3Y:   -