Soc. Generale Put 120 MRK 20.12.2024
/ DE000SY7F0Y4
Soc. Generale Put 120 MRK 20.12.2.../ DE000SY7F0Y4 /
| 11/13/2024 5:02:44 PM |
Chg.+0.030 |
Bid5:36:17 PM |
Ask5:36:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
+1.49% |
1.980
Bid Size: 100,000 |
1.990
Ask Size: 100,000 |
Merck and Co Inc |
120.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
SY7F0Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.19 |
| Parity: |
2.02 |
| Time value: |
0.04 |
| Break-even: |
92.43 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
-0.88 |
| Theta: |
-0.03 |
| Omega: |
-3.97 |
| Rho: |
-0.10 |
Quote data
| Open: |
2.080 |
| High: |
2.080 |
| Low: |
2.010 |
| Previous Close: |
2.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
+84.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.630 |
| 1M High / 1M Low: |
2.020 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
