OverviewChartNewsTraderScreen

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

EUWAX
2024-06-06  9:55:11 AM Chg.-0.020 Bid8:22:15 PM Ask8:22:15 PM Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.190
Bid Size: 250,000		 0.200
Ask Size: 250,000		 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: 32.90
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.19
Time value: 0.19
Break-even: 66.27
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.44
Theta: -0.01
Omega: 14.58
Rho: 0.07
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -51.61%
3 Months
  -65.91%
YTD
  -76.19%
1 Year
  -84.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.390 0.140
6M High / 6M Low: 0.910 0.140
High (YTD): 2024-02-05 0.910
Low (YTD): 2024-05-30 0.140
52W High: 2023-07-28 1.050
52W Low: 2024-05-30 0.140
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.274
Avg. volume 1M:   0.000
Avg. price 6M:   0.497
Avg. volume 6M:   0.000
Avg. price 1Y:   0.603
Avg. volume 1Y:   0.000
Volatility 1M:   202.32%
Volatility 6M:   148.75%
Volatility 1Y:   126.79%
Volatility 3Y:   -