Soc. Generale Call 90 MRK 21.03.2025
/ DE000SJ20QT2
Soc. Generale Call 90 MRK 21.03.2.../ DE000SJ20QT2 /
| 1/24/2025 9:11:13 AM |
Chg.-0.060 |
Bid9:37:36 AM |
Ask9:37:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-6.90% |
0.820
Bid Size: 4,000 |
0.950
Ask Size: 4,000 |
Merck and Co Inc |
90.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SJ20QT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.55 |
| Time value: |
0.27 |
| Break-even: |
94.67 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
7.98 |
| Rho: |
0.09 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.36% |
| 1 Month |
|
|
-33.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
-32.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.810 |
| 1M High / 1M Low: |
1.280 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.280 |
| Low (YTD): |
1/22/2025 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |