OverviewChartNewsTraderScreen

Soc. Generale Call 70 MDLZ 17.01..../  DE000SQ86004  /

Frankfurt Zert./SG
07/06/2024  17:43:38 Chg.+0.010 Bid17:49:22 Ask17:49:22 Underlying Strike price Expiration date Option type
0.350EUR +2.94% 0.340
Bid Size: 175,000		 0.350
Ask Size: 175,000		 Mondelez Internation... 70.00 USD 17/01/2025 Call
 

Master data

WKN: SQ8600
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 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: 18.41
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.17
Time value: 0.34
Break-even: 67.67
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.52
Theta: -0.01
Omega: 9.53
Rho: 0.18
 

Quote data

Open: 0.320
High: 0.350
Low: 0.320
Previous Close: 0.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.94%
1 Month
  -31.37%
3 Months
  -43.55%
YTD
  -52.70%
1 Year
  -65.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.580 0.290
6M High / 6M Low: 1.060 0.290
High (YTD): 02/02/2024 1.060
Low (YTD): 29/05/2024 0.290
52W High: 28/07/2023 1.160
52W Low: 29/05/2024 0.290
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   0.000
Avg. price 6M:   0.634
Avg. volume 6M:   0.000
Avg. price 1Y:   0.722
Avg. volume 1Y:   0.000
Volatility 1M:   133.15%
Volatility 6M:   111.12%
Volatility 1Y:   101.78%
Volatility 3Y:   -