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Soc. Generale Call 65 MDLZ 17.01..../  DE000SQ860Z5  /

EUWAX
14/10/2024  08:57:57 Chg.-0.030 Bid10:07:40 Ask10:07:40 Underlying Strike price Expiration date Option type
0.610EUR -4.69% 0.630
Bid Size: 4,800		 0.690
Ask Size: 4,800		 Mondelez Internation... 65.00 USD 17/01/2025 Call
 

Master data

WKN: SQ860Z
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.95
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.52
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.52
Time value: 0.13
Break-even: 66.01
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.81
Theta: -0.01
Omega: 8.04
Rho: 0.12
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.58%
1 Month
  -30.68%
3 Months  
+60.53%
YTD
  -41.35%
1 Year  
+7.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.600
1M High / 1M Low: 0.940 0.600
6M High / 6M Low: 0.970 0.310
High (YTD): 05/02/2024 1.360
Low (YTD): 16/07/2024 0.310
52W High: 05/02/2024 1.360
52W Low: 16/07/2024 0.310
Avg. price 1W:   0.633
Avg. volume 1W:   0.000
Avg. price 1M:   0.792
Avg. volume 1M:   0.000
Avg. price 6M:   0.643
Avg. volume 6M:   0.000
Avg. price 1Y:   0.813
Avg. volume 1Y:   0.000
Volatility 1M:   70.80%
Volatility 6M:   134.93%
Volatility 1Y:   108.58%
Volatility 3Y:   -