Soc. Generale Call 245 MRK 20.12.2024
/ DE000SY0N9C8
Soc. Generale Call 245 MRK 20.12..../ DE000SY0N9C8 /
| 26/08/2024 08:43:43 |
Chg.+0.002 |
Bid14:55:35 |
Ask14:55:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
+5.88% |
0.044
Bid Size: 25,000 |
0.054
Ask Size: 25,000 |
MERCK KGAA O.N. |
245.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SY0N9C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
22/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
329.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-7.35 |
| Time value: |
0.05 |
| Break-even: |
245.52 |
| Moneyness: |
0.70 |
| Premium: |
0.43 |
| Premium p.a.: |
2.09 |
| Spread abs.: |
0.01 |
| Spread %: |
23.81% |
| Delta: |
0.04 |
| Theta: |
-0.01 |
| Omega: |
13.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.036 |
| Previous Close: |
0.034 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
-54.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.034 |
| 1M High / 1M Low: |
0.068 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
