Soc. Generale Call 48 EVT 18.03.2.../  DE000SF0RC94  /

EUWAX
7/27/2021  2:04:58 PM Chg.-0.004 Bid2:34:41 PM Ask2:34:41 PM Underlying Strike price Expiration date Option type
0.073EUR -5.19% 0.073
Bid Size: 20,000
0.083
Ask Size: 20,000
EVOTEC SE INH O.N. 48.00 EUR 3/18/2022 Call

Master data

WKN: SF0RC9
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 3/18/2022
Issue date: 5/26/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.36
Parity: -1.28
Time value: 0.09
Break-even: 48.87
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 11.49%
Delta: 0.13
Theta: 0.00
Omega: 5.06
Rho: 0.02
 

Quote data

Open: 0.074
High: 0.074
Low: 0.065
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.80%
1 Month
  -43.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.068
1M High / 1M Low: 0.160 0.068
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -