Soc. Generale Call 65 MDLZ 17.01.2025
/ DE000SQ860Z5
Soc. Generale Call 65 MDLZ 17.01..../ DE000SQ860Z5 /
| 5/15/2024 10:58:46 AM |
Chg.-0.020 |
Bid5/15/2024 |
Ask5/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-2.20% |
0.890
Bid Size: 7,000 |
0.940
Ask Size: 7,000 |
Mondelez Internation... |
65.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
1/16/2025 |
| 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: |
0.880 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.23% |
| 1 Month |
|
|
+56.14% |
| 3 Months |
|
|
-10.10% |
| YTD |
|
|
-14.42% |
| 1 Year |
|
|
-46.39% |
| 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): |
2/2/2024 |
1.420 |
| Low (YTD): |
4/15/2024 |
0.570 |
| 52W High: |
5/16/2023 |
1.670 |
| 52W Low: |
10/12/2023 |
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: |
|
- |
