Soc. Generale Call 340 MDO 16.01.2026
/ DE000SU5EMQ5
Soc. Generale Call 340 MDO 16.01..../ DE000SU5EMQ5 /
| 20/09/2024 21:47:35 |
Chg.+0.130 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+11.82% |
1.200
Bid Size: 2,500 |
1.220
Ask Size: 2,500 |
MCDONALDS CORP. DL... |
340.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
SU5EMQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
07/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
-7.41 |
| Time value: |
1.22 |
| Break-even: |
352.20 |
| Moneyness: |
0.78 |
| Premium: |
0.32 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
6.35 |
| Rho: |
0.86 |
Quote data
| Open: |
1.110 |
| High: |
1.230 |
| Low: |
1.090 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.81% |
| 1 Month |
|
|
+13.89% |
| 3 Months |
|
|
+136.54% |
| YTD |
|
|
-23.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.090 |
| 1M High / 1M Low: |
1.240 |
0.960 |
| 6M High / 6M Low: |
1.240 |
0.350 |
| High (YTD): |
19/01/2024 |
1.860 |
| Low (YTD): |
29/05/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.726 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.19% |
| Volatility 6M: |
|
144.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
