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Soc. Generale Call 70 MDLZ 20.09..../  DE000SQ80AZ2  /

Frankfurt Zert./SG
2024-06-13  9:49:44 PM Chg.+0.010 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.100
Bid Size: 10,000		 0.110
Ask Size: 10,000		 Mondelez Internation... 70.00 USD 2024-09-20 Call
 

Master data

WKN: SQ80AZ
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.57
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.36
Time value: 0.11
Break-even: 65.84
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.32
Theta: -0.01
Omega: 17.68
Rho: 0.05
 

Quote data

Open: 0.083
High: 0.110
Low: 0.081
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -72.50%
3 Months
  -78.00%
YTD
  -82.54%
1 Year
  -87.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.100
1M High / 1M Low: 0.430 0.100
6M High / 6M Low: 0.950 0.100
High (YTD): 2024-02-02 0.950
Low (YTD): 2024-06-12 0.100
52W High: 2023-07-28 1.050
52W Low: 2024-06-12 0.100
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   0.593
Avg. volume 1Y:   0.000
Volatility 1M:   228.36%
Volatility 6M:   163.40%
Volatility 1Y:   136.25%
Volatility 3Y:   -