Soc. Generale Call 65 MDLZ 17.01.2025
/ DE000SQ860Z5
Soc. Generale Call 65 MDLZ 17.01..../ DE000SQ860Z5 /
15/05/2024 21:50:47 |
Chg.-0.050 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-5.49% |
0.860 Bid Size: 7,000 |
0.870 Ask Size: 7,000 |
Mondelez Internation... |
65.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SQ860Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
16/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
0.64 |
Time value: |
0.28 |
Break-even: |
69.31 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.10% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
5.83 |
Rho: |
0.30 |
Quote data
Open: |
0.880 |
High: |
0.890 |
Low: |
0.860 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.61% |
1 Month |
|
|
+50.88% |
3 Months |
|
|
-13.13% |
YTD |
|
|
-17.31% |
1 Year |
|
|
-48.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.770 |
1M High / 1M Low: |
0.990 |
0.570 |
6M High / 6M Low: |
1.420 |
0.570 |
High (YTD): |
02/02/2024 |
1.420 |
Low (YTD): |
15/04/2024 |
0.570 |
52W High: |
16/05/2023 |
1.670 |
52W Low: |
12/10/2023 |
0.540 |
Avg. price 1W: |
|
0.852 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.803 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.987 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.080 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
111.06% |
Volatility 6M: |
|
84.13% |
Volatility 1Y: |
|
81.46% |
Volatility 3Y: |
|
- |