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

Frankfurt Zert./SG
6/3/2024  9:48:52 AM Chg.0.000 Bid9:59:32 AM Ask9:59:32 AM Underlying Strike price Expiration date Option type
0.340EUR 0.00% 0.350
Bid Size: 9,000		 0.400
Ask Size: 9,000		 Mondelez Internation... 70.00 USD 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.62
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.14
Time value: 0.38
Break-even: 68.30
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.54
Theta: -0.01
Omega: 8.90
Rho: 0.19
 

Quote data

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

Performance

1 Week  
+6.25%
1 Month
  -30.61%
3 Months
  -51.43%
YTD
  -54.05%
1 Year
  -69.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.580 0.290
6M High / 6M Low: 1.060 0.290
High (YTD): 2/2/2024 1.060
Low (YTD): 5/29/2024 0.290
52W High: 7/28/2023 1.160
52W Low: 5/29/2024 0.290
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   126.33%
Volatility 6M:   108.59%
Volatility 1Y:   100.84%
Volatility 3Y:   -