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Soc. Generale Call 60 MDLZ 21.06..../  DE000SQ4FQS8  /

EUWAX
2024-05-22  8:54:42 AM Chg.+0.040 Bid10:33:04 AM Ask10:33:04 AM Underlying Strike price Expiration date Option type
0.940EUR +4.44% 0.950
Bid Size: 6,000		 -
Ask Size: -		 Mondelez Internation... 60.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FQS
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.45
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.98
Implied volatility: 0.34
Historic volatility: 0.16
Parity: 0.98
Time value: 0.03
Break-even: 65.38
Moneyness: 1.18
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 6.19
Rho: 0.04
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.48%
1 Month  
+17.50%
3 Months
  -27.13%
YTD
  -23.58%
1 Year
  -48.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.900
1M High / 1M Low: 1.070 0.800
6M High / 6M Low: 1.620 0.620
High (YTD): 2024-01-30 1.620
Low (YTD): 2024-04-16 0.620
52W High: 2023-05-22 1.840
52W Low: 2023-10-12 0.580
Avg. price 1W:   0.994
Avg. volume 1W:   0.000
Avg. price 1M:   0.961
Avg. volume 1M:   0.000
Avg. price 6M:   1.135
Avg. volume 6M:   0.000
Avg. price 1Y:   1.224
Avg. volume 1Y:   0.000
Volatility 1M:   112.52%
Volatility 6M:   86.92%
Volatility 1Y:   81.85%
Volatility 3Y:   -