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Soc. Generale Call 55 KTF 17.01.2.../  DE000SV1RJK4  /

Frankfurt Zert./SG
2024-06-06  9:40:34 PM Chg.+0.040 Bid9:58:01 PM Ask2024-06-06 Underlying Strike price Expiration date Option type
1.350EUR +3.05% 1.340
Bid Size: 6,000		 -
Ask Size: -		 MONDELEZ INTL INC. A 55.00 - 2025-01-17 Call
 

Master data

WKN: SV1RJK
Issuer: Société Générale
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-03-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.77
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.75
Implied volatility: 0.44
Historic volatility: 0.15
Parity: 0.75
Time value: 0.56
Break-even: 68.10
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: -0.02
Spread %: -1.50%
Delta: 0.73
Theta: -0.02
Omega: 3.48
Rho: 0.20
 

Quote data

Open: 1.270
High: 1.380
Low: 1.250
Previous Close: 1.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.05%
1 Month
  -11.18%
3 Months
  -20.59%
YTD
  -22.86%
1 Year
  -36.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.280
1M High / 1M Low: 1.690 1.260
6M High / 6M Low: 2.220 1.240
High (YTD): 2024-02-02 2.220
Low (YTD): 2024-04-16 1.240
52W High: 2024-02-02 2.220
52W Low: 2023-10-12 1.080
Avg. price 1W:   1.320
Avg. volume 1W:   0.000
Avg. price 1M:   1.486
Avg. volume 1M:   0.000
Avg. price 6M:   1.689
Avg. volume 6M:   0.000
Avg. price 1Y:   1.739
Avg. volume 1Y:   .586
Volatility 1M:   66.11%
Volatility 6M:   61.43%
Volatility 1Y:   59.51%
Volatility 3Y:   -