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

Frankfurt Zert./SG
28/05/2024  21:38:55 Chg.-0.010 Bid21:59:43 Ask21:59:43 Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.310
Bid Size: 9,700		 0.320
Ask Size: 9,700		 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: 17.97
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.15
Parity: -0.16
Time value: 0.35
Break-even: 67.95
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.53
Theta: -0.01
Omega: 9.47
Rho: 0.19
 

Quote data

Open: 0.310
High: 0.330
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.61%
1 Month
  -50.00%
3 Months
  -59.74%
YTD
  -58.11%
1 Year
  -72.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.310
1M High / 1M Low: 0.670 0.310
6M High / 6M Low: 1.060 0.310
High (YTD): 02/02/2024 1.060
Low (YTD): 28/05/2024 0.310
52W High: 28/07/2023 1.160
52W Low: 28/05/2024 0.310
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.655
Avg. volume 6M:   0.000
Avg. price 1Y:   0.743
Avg. volume 1Y:   0.000
Volatility 1M:   130.43%
Volatility 6M:   106.76%
Volatility 1Y:   100.30%
Volatility 3Y:   -