Soc. Generale Call 75 MDLZ 17.01.2025
/ DE000SQ86012
Soc. Generale Call 75 MDLZ 17.01..../ DE000SQ86012 /
5/17/2024 5:57:14 PM |
Chg.-0.010 |
Bid5/17/2024 |
Ask5/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-3.23% |
0.300 Bid Size: 150,000 |
0.310 Ask Size: 150,000 |
Mondelez Internation... |
75.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
SQ8601 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 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: |
20.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.15 |
Parity: |
-0.28 |
Time value: |
0.32 |
Break-even: |
72.21 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
0.48 |
Theta: |
-0.01 |
Omega: |
9.96 |
Rho: |
0.19 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.290 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+57.89% |
3 Months |
|
|
-31.82% |
YTD |
|
|
-37.50% |
1 Year |
|
|
-71.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.300 |
1M High / 1M Low: |
0.400 |
0.190 |
6M High / 6M Low: |
0.740 |
0.180 |
High (YTD): |
2/2/2024 |
0.740 |
Low (YTD): |
4/16/2024 |
0.180 |
52W High: |
5/17/2023 |
1.050 |
52W Low: |
4/16/2024 |
0.180 |
Avg. price 1W: |
|
0.308 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.295 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.428 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.527 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
183.24% |
Volatility 6M: |
|
125.74% |
Volatility 1Y: |
|
115.81% |
Volatility 3Y: |
|
- |