Soc. Generale Call 85 MRK 21.03.2025
/ DE000SJ20QS4
Soc. Generale Call 85 MRK 21.03.2.../ DE000SJ20QS4 /
| 24/01/2025 11:13:25 |
Chg.-0.060 |
Bid12:08:10 |
Ask12:08:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-4.80% |
1.220
Bid Size: 3,000 |
1.340
Ask Size: 3,000 |
Merck and Co Inc |
85.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SJ20QS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
18/11/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
1.12 |
| Time value: |
0.14 |
| Break-even: |
94.21 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
6.24 |
| Rho: |
0.10 |
Quote data
| Open: |
1.180 |
| High: |
1.190 |
| Low: |
1.180 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.36% |
| 1 Month |
|
|
-25.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
-25.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
1.190 |
| 1M High / 1M Low: |
1.690 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
1.690 |
| Low (YTD): |
22/01/2025 |
1.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |