Soc. Generale Call 48 EVT 17.06.2.../  DE000SF06N51  /

EUWAX
9/20/2021  6:29:51 PM Chg.-0.030 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.370EUR -7.50% -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 48.00 EUR 6/17/2022 Call

Master data

WKN: SF06N5
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 6/17/2022
Issue date: 6/4/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.77
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.35
Parity: -0.38
Time value: 0.41
Break-even: 52.10
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.31
Theta: 0.00
Omega: 3.36
Rho: 0.07
 

Quote data

Open: 0.390
High: 0.390
Low: 0.340
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+85.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 0.370
1M High / 1M Low: 0.450 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.364
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -