OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
2024-05-29  9:42:35 PM Chg.-0.020 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.290
Bid Size: 10,000		 0.300
Ask Size: 10,000		 Mondelez Internation... 70.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.87
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.22
Time value: 0.33
Break-even: 67.81
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.50
Theta: -0.01
Omega: 9.41
Rho: 0.18
 

Quote data

Open: 0.290
High: 0.300
Low: 0.290
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.96%
1 Month
  -53.23%
3 Months
  -62.34%
YTD
  -60.81%
1 Year
  -74.56%
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): 2024-02-02 1.060
Low (YTD): 2024-05-28 0.310
52W High: 2023-07-28 1.160
52W Low: 2024-05-28 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:   -