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: |
|
- |
