Soc. Generale Call 230 MRK 20.12.2024
/ DE000SQ6A1S6
Soc. Generale Call 230 MRK 20.12..../ DE000SQ6A1S6 /
8/26/2024 2:15:26 PM |
Chg.+0.003 |
Bid3:11:09 PM |
Ask3:11:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.058EUR |
+5.45% |
0.059 Bid Size: 25,000 |
0.069 Ask Size: 25,000 |
MERCK KGAA O.N. |
230.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SQ6A1S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
12/12/2022 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
248.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-5.85 |
Time value: |
0.07 |
Break-even: |
230.69 |
Moneyness: |
0.75 |
Premium: |
0.35 |
Premium p.a.: |
1.54 |
Spread abs.: |
0.01 |
Spread %: |
16.95% |
Delta: |
0.06 |
Theta: |
-0.02 |
Omega: |
14.56 |
Rho: |
0.03 |
Quote data
Open: |
0.054 |
High: |
0.060 |
Low: |
0.054 |
Previous Close: |
0.055 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.43% |
1 Month |
|
|
-22.67% |
3 Months |
|
|
-58.57% |
YTD |
|
|
-58.57% |
1 Year |
|
|
-86.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.058 |
0.049 |
1M High / 1M Low: |
0.110 |
0.049 |
6M High / 6M Low: |
0.180 |
0.041 |
High (YTD): |
6/18/2024 |
0.180 |
Low (YTD): |
7/10/2024 |
0.041 |
52W High: |
9/5/2023 |
0.550 |
52W Low: |
7/10/2024 |
0.041 |
Avg. price 1W: |
|
0.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.099 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.175 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
204.89% |
Volatility 6M: |
|
199.35% |
Volatility 1Y: |
|
179.73% |
Volatility 3Y: |
|
- |