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Soc. Generale Call 55 KTF 17.01.2.../  DE000SV1RJK4  /

Frankfurt Zert./SG
2024-07-26  9:38:32 PM Chg.-0.030 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.170EUR -2.50% 1.180
Bid Size: 5,000		 1.190
Ask Size: 5,000		 MONDELEZ INTL INC. A 55.00 - 2025-01-17 Call
 

Master data

WKN: SV1RJK
Issuer: Société Générale
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-03-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.14
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.62
Implied volatility: 0.50
Historic volatility: 0.16
Parity: 0.62
Time value: 0.57
Break-even: 66.90
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.70
Theta: -0.02
Omega: 3.61
Rho: 0.15
 

Quote data

Open: 1.140
High: 1.190
Low: 1.140
Previous Close: 1.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4.46%
3 Months
  -29.09%
YTD
  -33.14%
1 Year
  -47.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 1.140
1M High / 1M Low: 1.260 1.030
6M High / 6M Low: 2.220 1.030
High (YTD): 2024-02-02 2.220
Low (YTD): 2024-07-15 1.030
52W High: 2024-02-02 2.220
52W Low: 2024-07-15 1.030
Avg. price 1W:   1.178
Avg. volume 1W:   0.000
Avg. price 1M:   1.156
Avg. volume 1M:   0.000
Avg. price 6M:   1.508
Avg. volume 6M:   0.000
Avg. price 1Y:   1.623
Avg. volume 1Y:   0.000
Volatility 1M:   82.63%
Volatility 6M:   68.65%
Volatility 1Y:   64.03%
Volatility 3Y:   -