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Soc. Generale Call 16 IFX 18.12.2.../  DE000SR66715  /

EUWAX
06/09/2024  08:38:17 Chg.-0.12 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
13.93EUR -0.85% -
Bid Size: -		 -
Ask Size: -		 INFINEON TECH.AG NA ... 16.00 EUR 18/12/2024 Call
 

Master data

WKN: SR6671
Issuer: Société Générale
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 18/12/2024
Issue date: 11/03/2020
Last trading day: 16/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.09
Leverage: Yes

Calculated values

Fair value: 14.20
Intrinsic value: 14.05
Implied volatility: 0.71
Historic volatility: 0.36
Parity: 14.05
Time value: 0.31
Break-even: 30.35
Moneyness: 1.88
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 2.03
Rho: 0.04
 

Quote data

Open: 13.93
High: 13.93
Low: 13.93
Previous Close: 14.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.98%
1 Month
  -6.89%
3 Months
  -36.16%
YTD
  -36.80%
1 Year
  -22.18%
3 Years
  -35.92%
5 Years     -
10 Years     -
1W High / 1W Low: 16.91 14.73
1M High / 1M Low: 16.91 14.04
6M High / 6M Low: 22.86 12.37
High (YTD): 13/06/2024 22.86
Low (YTD): 05/08/2024 12.37
52W High: 15/12/2023 23.08
52W Low: 05/08/2024 12.37
Avg. price 1W:   16.30
Avg. volume 1W:   0.00
Avg. price 1M:   15.51
Avg. volume 1M:   0.00
Avg. price 6M:   18.00
Avg. volume 6M:   0.00
Avg. price 1Y:   17.93
Avg. volume 1Y:   0.00
Volatility 1M:   68.22%
Volatility 6M:   81.69%
Volatility 1Y:   70.78%
Volatility 3Y:   66.33%