Soc. Generale Call 220 MRK 20.12.2024
/ DE000SN7ZZ37
Soc. Generale Call 220 MRK 20.12..../ DE000SN7ZZ37 /
8/26/2024 8:19:06 AM |
Chg.+0.005 |
Bid5:03:00 PM |
Ask5:03:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
+9.09% |
0.065 Bid Size: 25,000 |
0.075 Ask Size: 25,000 |
MERCK KGAA O.N. |
220.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
8/9/2022 |
Last trading day: |
12/19/2024 |
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: |
0.060 |
High: |
0.060 |
Low: |
0.060 |
Previous Close: |
0.055 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.64% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
-66.67% |
YTD |
|
|
-62.50% |
1 Year |
|
|
-88.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.061 |
0.055 |
1M High / 1M Low: |
0.110 |
0.048 |
6M High / 6M Low: |
0.240 |
0.029 |
High (YTD): |
6/18/2024 |
0.240 |
Low (YTD): |
7/11/2024 |
0.029 |
52W High: |
9/5/2023 |
0.690 |
52W Low: |
7/11/2024 |
0.029 |
Avg. price 1W: |
|
0.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.123 |
Avg. volume 6M: |
|
78.740 |
Avg. price 1Y: |
|
0.214 |
Avg. volume 1Y: |
|
39.370 |
Volatility 1M: |
|
366.04% |
Volatility 6M: |
|
250.44% |
Volatility 1Y: |
|
214.33% |
Volatility 3Y: |
|
- |