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

Frankfurt Zert./SG
14/05/2024  21:51:04 Chg.+0.020 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
0.580EUR +3.57% 0.580
Bid Size: 8,000		 0.590
Ask Size: 8,000		 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: 11.46
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.16
Implied volatility: 0.18
Historic volatility: 0.16
Parity: 0.16
Time value: 0.42
Break-even: 70.66
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.66
Theta: -0.01
Omega: 7.56
Rho: 0.26
 

Quote data

Open: 0.540
High: 0.580
Low: 0.540
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.73%
1 Month  
+56.76%
3 Months
  -13.43%
YTD
  -21.62%
1 Year
  -57.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.470
1M High / 1M Low: 0.670 0.330
6M High / 6M Low: 1.060 0.330
High (YTD): 02/02/2024 1.060
Low (YTD): 16/04/2024 0.330
52W High: 15/05/2023 1.330
52W Low: 16/04/2024 0.330
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.500
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   0.776
Avg. volume 1Y:   0.000
Volatility 1M:   145.53%
Volatility 6M:   102.64%
Volatility 1Y:   97.74%
Volatility 3Y:   -