Soc. Generale Call 60 MDLZ 20.09.2024
/ DE000SQ80AY5
Soc. Generale Call 60 MDLZ 20.09..../ DE000SQ80AY5 /
| 2024-07-05 9:51:13 AM |
Chg.0.000 |
Bid6:44:12 PM |
Ask6:44:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
0.00% |
0.690
Bid Size: 125,000 |
0.700
Ask Size: 125,000 |
Mondelez Internation... |
60.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.59 |
| Time value: |
0.11 |
| Break-even: |
62.50 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
7.28 |
| Rho: |
0.09 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-17.95% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
-51.15% |
| 1 Year |
|
|
-59.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.560 |
| 1M High / 1M Low: |
0.800 |
0.560 |
| 6M High / 6M Low: |
1.680 |
0.560 |
| High (YTD): |
2024-02-05 |
1.680 |
| Low (YTD): |
2024-07-02 |
0.560 |
| 52W High: |
2023-07-28 |
1.770 |
| 52W Low: |
2024-07-02 |
0.560 |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.193 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
128.80% |
| Volatility 6M: |
|
87.94% |
| Volatility 1Y: |
|
82.72% |
| Volatility 3Y: |
|
- |
