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

Frankfurt Zert./SG
2024-04-29  8:24:02 AM Chg.-0.050 Bid2024-04-29 Ask2024-04-29 Underlying Strike price Expiration date Option type
0.830EUR -5.68% 0.830
Bid Size: 3,700		 0.900
Ask Size: 3,700		 Mondelez Internation... 65.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.49
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.52
Implied volatility: 0.21
Historic volatility: 0.15
Parity: 0.52
Time value: 0.36
Break-even: 69.51
Moneyness: 1.09
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.76
Theta: -0.01
Omega: 5.68
Rho: 0.30
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.41%
1 Month  
+2.47%
3 Months
  -36.15%
YTD
  -20.19%
1 Year
  -47.13%
3 Years     -
5 Years     -
1W High / 1W Low: 0.930 0.780
1M High / 1M Low: 0.930 0.570
6M High / 6M Low: 1.420 0.570
High (YTD): 2024-02-02 1.420
Low (YTD): 2024-04-15 0.570
52W High: 2023-05-12 1.700
52W Low: 2023-10-12 0.540
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   0.717
Avg. volume 1M:   0.000
Avg. price 6M:   0.991
Avg. volume 6M:   0.000
Avg. price 1Y:   1.111
Avg. volume 1Y:   0.000
Volatility 1M:   106.23%
Volatility 6M:   78.12%
Volatility 1Y:   78.42%
Volatility 3Y:   -