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: |
|
- |