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

Frankfurt Zert./SG
5/13/2024  9:41:11 PM Chg.+0.020 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.560EUR +3.70% 0.570
Bid Size: 8,000		 0.580
Ask Size: 8,000		 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: 12.02
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.11
Implied volatility: 0.19
Historic volatility: 0.16
Parity: 0.11
Time value: 0.44
Break-even: 70.49
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.64
Theta: -0.01
Omega: 7.70
Rho: 0.25
 

Quote data

Open: 0.510
High: 0.580
Low: 0.510
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.15%
1 Month  
+51.35%
3 Months
  -21.13%
YTD
  -24.32%
1 Year
  -58.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.470
1M High / 1M Low: 0.670 0.330
6M High / 6M Low: 1.060 0.330
High (YTD): 2/2/2024 1.060
Low (YTD): 4/16/2024 0.330
52W High: 5/15/2023 1.330
52W Low: 4/16/2024 0.330
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.679
Avg. volume 6M:   0.000
Avg. price 1Y:   0.777
Avg. volume 1Y:   0.000
Volatility 1M:   149.53%
Volatility 6M:   102.53%
Volatility 1Y:   97.86%
Volatility 3Y:   -