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

EUWAX
2024-06-25  8:48:55 AM Chg.+0.130 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.590EUR +28.26% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 65.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.45
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.32
Implied volatility: 0.19
Historic volatility: 0.16
Parity: 0.32
Time value: 0.29
Break-even: 66.67
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.72
Theta: -0.01
Omega: 7.51
Rho: 0.22
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.09%
1 Month
  -10.61%
3 Months
  -39.18%
YTD
  -43.27%
1 Year
  -54.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.440
1M High / 1M Low: 0.620 0.430
6M High / 6M Low: 1.360 0.430
High (YTD): 2024-02-05 1.360
Low (YTD): 2024-06-17 0.430
52W High: 2023-07-28 1.500
52W Low: 2024-06-17 0.430
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   0.880
Avg. volume 6M:   0.000
Avg. price 1Y:   0.981
Avg. volume 1Y:   0.000
Volatility 1M:   129.63%
Volatility 6M:   97.51%
Volatility 1Y:   87.96%
Volatility 3Y:   -