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

EUWAX
2024-09-25  8:37:58 AM Chg.-0.87 Bid9:33:02 PM Ask9:33:02 PM Underlying Strike price Expiration date Option type
13.35EUR -6.12% 13.61
Bid Size: 2,000		 -
Ask Size: -		 INFINEON TECH.AG NA ... 16.00 EUR 2024-12-18 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: 2024-12-18
Issue date: 2020-03-11
Last trading day: 2024-12-16
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.15
Leverage: Yes

Calculated values

Fair value: 13.61
Intrinsic value: 13.49
Implied volatility: 0.71
Historic volatility: 0.36
Parity: 13.49
Time value: 0.22
Break-even: 29.71
Moneyness: 1.84
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: 0.00
Omega: 2.10
Rho: 0.03
 

Quote data

Open: 13.35
High: 13.35
Low: 13.35
Previous Close: 14.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.09%
1 Month
  -17.39%
3 Months
  -25.67%
YTD
  -39.43%
1 Year
  -16.51%
3 Years
  -39.73%
5 Years     -
10 Years     -
1W High / 1W Low: 14.52 13.29
1M High / 1M Low: 16.91 12.78
6M High / 6M Low: 22.86 12.37
High (YTD): 2024-06-13 22.86
Low (YTD): 2024-08-05 12.37
52W High: 2023-12-15 23.08
52W Low: 2024-08-05 12.37
Avg. price 1W:   14.06
Avg. volume 1W:   0.00
Avg. price 1M:   14.63
Avg. volume 1M:   0.00
Avg. price 6M:   17.58
Avg. volume 6M:   0.00
Avg. price 1Y:   17.76
Avg. volume 1Y:   0.00
Volatility 1M:   73.81%
Volatility 6M:   81.88%
Volatility 1Y:   71.90%
Volatility 3Y:   66.76%