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Soc. Generale Call 60 MDLZ 21.06..../  DE000SQ4FQS8  /

Frankfurt Zert./SG
5/16/2024  1:35:53 PM Chg.-0.080 Bid2:30:51 PM Ask- Underlying Strike price Expiration date Option type
1.020EUR -7.27% 1.010
Bid Size: 5,000		 -
Ask Size: -		 Mondelez Internation... 60.00 USD 6/21/2024 Call
 

Master data

WKN: SQ4FQS
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 6/21/2024
Issue date: 11/16/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.07
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.04
Implied volatility: 0.37
Historic volatility: 0.15
Parity: 1.04
Time value: 0.04
Break-even: 65.90
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.02
Omega: 5.73
Rho: 0.05
 

Quote data

Open: 0.990
High: 1.020
Low: 0.990
Previous Close: 1.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.15%
1 Month  
+56.92%
3 Months
  -15.70%
YTD
  -17.07%
1 Year
  -46.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.970
1M High / 1M Low: 1.200 0.650
6M High / 6M Low: 1.680 0.650
High (YTD): 2/2/2024 1.680
Low (YTD): 4/16/2024 0.650
52W High: 5/16/2023 1.910
52W Low: 10/12/2023 0.590
Avg. price 1W:   1.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.996
Avg. volume 1M:   0.000
Avg. price 6M:   1.173
Avg. volume 6M:   0.000
Avg. price 1Y:   1.253
Avg. volume 1Y:   0.000
Volatility 1M:   116.35%
Volatility 6M:   88.01%
Volatility 1Y:   83.07%
Volatility 3Y:   -