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Soc. Generale Call 65 MDLZ 17.01..../  DE000SQ860Z5  /

Frankfurt Zert./SG
6/3/2024  9:44:28 PM Chg.-0.060 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.560EUR -9.68% 0.560
Bid Size: 8,000		 0.570
Ask Size: 8,000		 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: 9.57
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.33
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.33
Time value: 0.33
Break-even: 66.49
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.71
Theta: -0.01
Omega: 6.82
Rho: 0.24
 

Quote data

Open: 0.620
High: 0.620
Low: 0.560
Previous Close: 0.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -29.11%
3 Months
  -45.63%
YTD
  -46.15%
1 Year
  -61.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.550
1M High / 1M Low: 0.910 0.550
6M High / 6M Low: 1.420 0.550
High (YTD): 2/2/2024 1.420
Low (YTD): 5/29/2024 0.550
52W High: 7/28/2023 1.500
52W Low: 10/12/2023 0.540
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   0.955
Avg. volume 6M:   0.000
Avg. price 1Y:   1.035
Avg. volume 1Y:   0.000
Volatility 1M:   103.60%
Volatility 6M:   88.43%
Volatility 1Y:   83.56%
Volatility 3Y:   -