Soc. Generale Call 60 MDLZ 21.06.2024
/ DE000SQ4FQS8
Soc. Generale Call 60 MDLZ 21.06..../ DE000SQ4FQS8 /
5/16/2024 11:37:18 AM |
Chg.-0.080 |
Bid5/16/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.020EUR |
-7.27% |
1.020 Bid Size: 5,000 |
- Ask Size: - |
Mondelez Internation... |
60.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
SQ4FQS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
11/16/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
1.04 |
Implied volatility: |
0.37 |
Historic volatility: |
0.15 |
Parity: |
1.04 |
Time value: |
0.04 |
Break-even: |
65.90 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.02 |
Omega: |
5.73 |
Rho: |
0.05 |
Quote data
Open: |
0.990 |
High: |
1.020 |
Low: |
0.990 |
Previous Close: |
1.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.15% |
1 Month |
|
|
+56.92% |
3 Months |
|
|
-15.70% |
YTD |
|
|
-17.07% |
1 Year |
|
|
-46.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.970 |
1M High / 1M Low: |
1.200 |
0.650 |
6M High / 6M Low: |
1.680 |
0.650 |
High (YTD): |
2/2/2024 |
1.680 |
Low (YTD): |
4/16/2024 |
0.650 |
52W High: |
5/16/2023 |
1.910 |
52W Low: |
10/12/2023 |
0.590 |
Avg. price 1W: |
|
1.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.996 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.173 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.253 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
116.35% |
Volatility 6M: |
|
88.01% |
Volatility 1Y: |
|
83.07% |
Volatility 3Y: |
|
- |