Soc. Generale Call 70 MDLZ 17.01.2025
/ DE000SQ86004
Soc. Generale Call 70 MDLZ 17.01..../ DE000SQ86004 /
2024-06-25 8:48:56 AM |
Chg.+0.080 |
Bid7:17:37 PM |
Ask7:17:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+36.36% |
0.270 Bid Size: 175,000 |
0.280 Ask Size: 175,000 |
Mondelez Internation... |
70.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
SQ8600 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 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: |
19.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.16 |
Parity: |
-0.15 |
Time value: |
0.32 |
Break-even: |
68.42 |
Moneyness: |
0.98 |
Premium: |
0.07 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
0.52 |
Theta: |
-0.01 |
Omega: |
10.32 |
Rho: |
0.17 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+42.86% |
1 Month |
|
|
-21.05% |
3 Months |
|
|
-53.85% |
YTD |
|
|
-58.90% |
1 Year |
|
|
-69.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.210 |
1M High / 1M Low: |
0.350 |
0.200 |
6M High / 6M Low: |
1.010 |
0.200 |
High (YTD): |
2024-01-30 |
1.010 |
Low (YTD): |
2024-06-13 |
0.200 |
52W High: |
2023-07-28 |
1.160 |
52W Low: |
2024-06-13 |
0.200 |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.271 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.581 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.683 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
184.99% |
Volatility 6M: |
|
126.22% |
Volatility 1Y: |
|
111.58% |
Volatility 3Y: |
|
- |