Soc. Generale Call 60 MDLZ 20.09.2024
/ DE000SQ80AY5
Soc. Generale Call 60 MDLZ 20.09..../ DE000SQ80AY5 /
8/30/2024 9:39:57 AM |
Chg.-0.050 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-5.49% |
- Bid Size: - |
- Ask Size: - |
Mondelez Internation... |
60.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SQ80AY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/13/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.45 |
Historic volatility: |
0.16 |
Parity: |
1.07 |
Time value: |
0.02 |
Break-even: |
65.21 |
Moneyness: |
1.20 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.02 |
Omega: |
5.75 |
Rho: |
0.03 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.44% |
1 Month |
|
|
+14.67% |
3 Months |
|
|
+10.26% |
YTD |
|
|
-34.35% |
1 Year |
|
|
-36.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.860 |
1M High / 1M Low: |
1.050 |
0.750 |
6M High / 6M Low: |
1.280 |
0.470 |
High (YTD): |
2/5/2024 |
1.680 |
Low (YTD): |
7/16/2024 |
0.470 |
52W High: |
2/5/2024 |
1.680 |
52W Low: |
7/16/2024 |
0.470 |
Avg. price 1W: |
|
0.894 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.855 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.869 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.067 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
131.71% |
Volatility 6M: |
|
112.97% |
Volatility 1Y: |
|
97.30% |
Volatility 3Y: |
|
- |