Soc. Generale Call 130 MRK 21.03..../  DE000SY7AZ66  /

EUWAX
11/13/2024  8:55:17 AM Chg.-0.017 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.045EUR -27.42% -
Bid Size: -
-
Ask Size: -
Merck and Co Inc 130.00 USD 3/21/2025 Call
 

Master data

WKN: SY7AZ6
Issuer: Société Générale
Currency: EUR
Underlying: Merck and Co Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 3/21/2025
Issue date: 8/19/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 149.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -2.96
Time value: 0.06
Break-even: 123.07
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 1.23
Spread abs.: 0.01
Spread %: 19.23%
Delta: 0.09
Theta: -0.01
Omega: 12.84
Rho: 0.03
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.62%
1 Month
  -76.32%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.062
1M High / 1M Low: 0.220 0.062
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -