Historical Volatility (Close-to-Close) (150-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

EDAP TMS S.A. (EDAP) had 150-Day Historical Volatility (Close-to-Close) of 0.4533 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4533
Historical Volatility (Parkinson)	0.5038
Implied Volatility (Calls)	0.6147
Implied Volatility (Puts)	0.7277
Implied Volatility (Mean)	0.6712
Put-Call Implied Volatility Ratio	1.1838
Implied Volatility Skew	0.0390
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0029
Forward Price	6.92
Call Breakeven Price	8.01
Put Breakeven Price	4.85
Option Breakeven Price	8.00