Soc. Generale Call 65 MDLZ 17.01.2025
/ DE000SQ860Z5
Soc. Generale Call 65 MDLZ 17.01..../ DE000SQ860Z5 /
8/2/2024 9:36:55 PM |
Chg.+0.160 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
+27.12% |
0.750 Bid Size: 6,000 |
0.760 Ask Size: 6,000 |
Mondelez Internation... |
65.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
2/16/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
0.52 |
Time value: |
0.23 |
Break-even: |
67.07 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.35% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
6.70 |
Rho: |
0.20 |
Quote data
Open: |
0.550 |
High: |
0.750 |
Low: |
0.540 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+59.57% |
1 Month |
|
|
+70.45% |
3 Months |
|
|
-5.06% |
YTD |
|
|
-27.88% |
1 Year |
|
|
-46.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.500 |
1M High / 1M Low: |
0.750 |
0.350 |
6M High / 6M Low: |
1.300 |
0.350 |
High (YTD): |
2/2/2024 |
1.420 |
Low (YTD): |
7/15/2024 |
0.350 |
52W High: |
2/2/2024 |
1.420 |
52W Low: |
7/15/2024 |
0.350 |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.476 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.740 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.892 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
187.06% |
Volatility 6M: |
|
121.22% |
Volatility 1Y: |
|
102.63% |
Volatility 3Y: |
|
- |