Soc. Generale Call 220 MRK 20.12.2024
/ DE000SN7ZZ37
Soc. Generale Call 220 MRK 20.12..../ DE000SN7ZZ37 /
26/08/2024 18:55:30 |
Chg.-0.001 |
Bid19:22:20 |
Ask19:22:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.059EUR |
-1.67% |
0.060 Bid Size: 10,000 |
0.077 Ask Size: 10,000 |
MERCK KGAA O.N. |
220.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SN7ZZ3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
09/08/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
228.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.27 |
Parity: |
-4.85 |
Time value: |
0.08 |
Break-even: |
220.75 |
Moneyness: |
0.78 |
Premium: |
0.29 |
Premium p.a.: |
1.21 |
Spread abs.: |
0.01 |
Spread %: |
15.38% |
Delta: |
0.07 |
Theta: |
-0.02 |
Omega: |
15.77 |
Rho: |
0.04 |
Quote data
Open: |
0.058 |
High: |
0.067 |
Low: |
0.058 |
Previous Close: |
0.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.84% |
1 Month |
|
|
-11.94% |
3 Months |
|
|
-67.22% |
YTD |
|
|
-63.13% |
1 Year |
|
|
-88.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.062 |
0.055 |
1M High / 1M Low: |
0.110 |
0.055 |
6M High / 6M Low: |
0.230 |
0.031 |
High (YTD): |
18/06/2024 |
0.230 |
Low (YTD): |
10/07/2024 |
0.031 |
52W High: |
05/09/2023 |
0.690 |
52W Low: |
10/07/2024 |
0.031 |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.124 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.215 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
193.39% |
Volatility 6M: |
|
217.93% |
Volatility 1Y: |
|
190.35% |
Volatility 3Y: |
|
- |