Soc. Generale Call 250 MRK 20.06..../  DE000SY0VWN2  /

EUWAX
11/4/2024  9:46:10 AM Chg.+0.001 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.042EUR +2.44% -
Bid Size: -
-
Ask Size: -
MERCK KGAA O.N. 250.00 EUR 6/20/2025 Call
 

Master data

WKN: SY0VWN
Issuer: Société Générale
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 6/20/2025
Issue date: 5/27/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 280.09
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -9.60
Time value: 0.06
Break-even: 250.55
Moneyness: 0.62
Premium: 0.63
Premium p.a.: 1.18
Spread abs.: 0.01
Spread %: 22.22%
Delta: 0.04
Theta: -0.01
Omega: 10.98
Rho: 0.03
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.15%
1 Month
  -42.47%
3 Months
  -80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.041
1M High / 1M Low: 0.100 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -