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Soc. Generale Call 220 MRK 21.03..../  DE000SW20CT5  /

Frankfurt Zert./SG
2024-11-04  9:46:24 PM Chg.-0.003 Bid2024-11-04 Ask2024-11-04 Underlying Strike price Expiration date Option type
0.022EUR -12.00% 0.022
Bid Size: 10,000		 0.043
Ask Size: 10,000		 MERCK KGAA O.N. 220.00 EUR 2025-03-21 Call
 

Master data

WKN: SW20CT
Issuer: Société Générale
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-01
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 375.73
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -6.60
Time value: 0.04
Break-even: 220.41
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 1.60
Spread abs.: 0.01
Spread %: 32.26%
Delta: 0.04
Theta: -0.01
Omega: 14.39
Rho: 0.02
 

Quote data

Open: 0.022
High: 0.031
Low: 0.022
Previous Close: 0.025
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -66.15%
3 Months
  -91.85%
YTD
  -91.54%
1 Year
  -94.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.022
1M High / 1M Low: 0.110 0.022
6M High / 6M Low: 0.430 0.022
High (YTD): 2024-06-12 0.430
Low (YTD): 2024-11-04 0.022
52W High: 2023-11-21 0.650
52W Low: 2024-11-04 0.022
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   440.98%
Volatility 6M:   233.65%
Volatility 1Y:   196.34%
Volatility 3Y:   -