OverviewChartNewsTraderScreen

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

EUWAX
5/15/2024  8:53:56 AM Chg.0.00 Bid9:52:26 PM Ask9:52:26 PM Underlying Strike price Expiration date Option type
1.05EUR 0.00% 1.09
Bid Size: 100,000		 -
Ask Size: -		 Mondelez Internation... 60.00 USD 6/21/2024 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: 6/21/2024
Issue date: 11/16/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.83
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.10
Implied volatility: 0.36
Historic volatility: 0.16
Parity: 1.10
Time value: 0.04
Break-even: 66.88
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.02
Omega: 5.56
Rho: 0.05
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+50.00%
3 Months
  -6.25%
YTD
  -14.63%
1 Year
  -44.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.05 0.91
1M High / 1M Low: 1.07 0.62
6M High / 6M Low: 1.62 0.62
High (YTD): 1/30/2024 1.62
Low (YTD): 4/16/2024 0.62
52W High: 5/16/2023 1.91
52W Low: 10/12/2023 0.58
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   1.14
Avg. volume 6M:   0.00
Avg. price 1Y:   1.24
Avg. volume 1Y:   0.00
Volatility 1M:   117.73%
Volatility 6M:   85.33%
Volatility 1Y:   80.85%
Volatility 3Y:   -