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Soc. Generale Call 220 MRK 20.12..../  DE000SN7ZZ37  /

EUWAX
8/26/2024  8:19:06 AM Chg.+0.005 Bid7:07:53 PM Ask7:07:53 PM Underlying Strike price Expiration date Option type
0.060EUR +9.09% 0.059
Bid Size: 10,000		 0.076
Ask Size: 10,000		 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:   -