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

EUWAX
06/08/2024  08:48:36 Chg.-0.080 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.600EUR -11.76% -
Bid Size: -		 -
Ask Size: -		 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: 9.55
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.37
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.37
Time value: 0.29
Break-even: 65.96
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.71
Theta: -0.01
Omega: 6.79
Rho: 0.17
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.45%
1 Month  
+33.33%
3 Months
  -22.08%
YTD
  -42.31%
1 Year
  -58.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.450
1M High / 1M Low: 0.550 0.310
6M High / 6M Low: 1.240 0.310
High (YTD): 05/02/2024 1.360
Low (YTD): 16/07/2024 0.310
52W High: 07/08/2023 1.400
52W Low: 16/07/2024 0.310
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.715
Avg. volume 6M:   0.000
Avg. price 1Y:   0.880
Avg. volume 1Y:   0.000
Volatility 1M:   168.69%
Volatility 6M:   124.85%
Volatility 1Y:   104.05%
Volatility 3Y:   -