Soc. Generale Call 220 MRK 21.03.2025
/ DE000SW20CT5
Soc. Generale Call 220 MRK 21.03..../ DE000SW20CT5 /
8/26/2024 6:46:23 PM |
Chg.0.000 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
0.00% |
0.250 Bid Size: 10,000 |
0.270 Ask Size: 10,000 |
MERCK KGAA O.N. |
220.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
9/1/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
63.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.27 |
Parity: |
-4.85 |
Time value: |
0.27 |
Break-even: |
222.70 |
Moneyness: |
0.78 |
Premium: |
0.30 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
0.16 |
Theta: |
-0.02 |
Omega: |
10.07 |
Rho: |
0.14 |
Quote data
Open: |
0.250 |
High: |
0.260 |
Low: |
0.250 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+19.05% |
3 Months |
|
|
-32.43% |
YTD |
|
|
-3.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.230 |
1M High / 1M Low: |
0.300 |
0.210 |
6M High / 6M Low: |
0.430 |
0.140 |
High (YTD): |
6/12/2024 |
0.430 |
Low (YTD): |
7/22/2024 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.254 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.264 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.98% |
Volatility 6M: |
|
157.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |