Soc. Generale Call 120 MRK 20.06.2025
/ DE000SY7A0A9
Soc. Generale Call 120 MRK 20.06..../ DE000SY7A0A9 /
| 1/9/2025 8:56:39 AM |
Chg.- |
Bid7:48:05 AM |
Ask7:48:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
- |
0.180
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
Merck and Co Inc |
120.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
SY7A0A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
8/19/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-1.95 |
| Time value: |
0.21 |
| Break-even: |
118.45 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
9.93 |
| Rho: |
0.08 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
-67.27% |
| YTD |
|
|
-18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.180 |
| 1M High / 1M Low: |
0.330 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.210 |
| Low (YTD): |
1/9/2025 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |