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

EUWAX
11/09/2024  08:57:12 Chg.-0.040 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.930EUR -4.12% -
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: 6.62
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.92
Implied volatility: 0.21
Historic volatility: 0.16
Parity: 0.92
Time value: 0.11
Break-even: 69.28
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.98%
Delta: 0.91
Theta: -0.01
Omega: 6.01
Rho: 0.18
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+55.00%
3 Months  
+69.09%
YTD
  -10.58%
1 Year
  -18.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.920
1M High / 1M Low: 0.970 0.580
6M High / 6M Low: 0.980 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:   0.945
Avg. volume 1W:   0.000
Avg. price 1M:   0.704
Avg. volume 1M:   0.000
Avg. price 6M:   0.645
Avg. volume 6M:   0.000
Avg. price 1Y:   0.828
Avg. volume 1Y:   0.000
Volatility 1M:   119.81%
Volatility 6M:   135.43%
Volatility 1Y:   111.89%
Volatility 3Y:   -