OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
17/05/2024  18:51:51 Chg.-0.020 Bid17/05/2024 Ask17/05/2024 Underlying Strike price Expiration date Option type
0.540EUR -3.57% 0.540
Bid Size: 175,000		 0.550
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: 11.61
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.18
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 0.18
Time value: 0.39
Break-even: 70.11
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.67
Theta: -0.01
Omega: 7.75
Rho: 0.26
 

Quote data

Open: 0.540
High: 0.560
Low: 0.530
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+50.00%
3 Months
  -22.86%
YTD
  -27.03%
1 Year
  -59.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.540
1M High / 1M Low: 0.670 0.360
6M High / 6M Low: 1.060 0.330
High (YTD): 02/02/2024 1.060
Low (YTD): 16/04/2024 0.330
52W High: 17/05/2023 1.320
52W Low: 16/04/2024 0.330
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   0.675
Avg. volume 6M:   0.000
Avg. price 1Y:   0.769
Avg. volume 1Y:   0.000
Volatility 1M:   142.76%
Volatility 6M:   102.84%
Volatility 1Y:   97.76%
Volatility 3Y:   -