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

Frankfurt Zert./SG
2024-05-20  9:46:01 PM Chg.-0.060 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.470EUR -11.32% 0.470
Bid Size: 8,000		 0.480
Ask Size: 8,000		 Mondelez Internation... 70.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.36
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.11
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 0.11
Time value: 0.42
Break-even: 69.68
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.64
Theta: -0.01
Omega: 7.94
Rho: 0.24
 

Quote data

Open: 0.500
High: 0.510
Low: 0.470
Previous Close: 0.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.07%
1 Month  
+11.90%
3 Months
  -38.96%
YTD
  -36.49%
1 Year
  -63.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.530
1M High / 1M Low: 0.670 0.470
6M High / 6M Low: 1.060 0.330
High (YTD): 2024-02-02 1.060
Low (YTD): 2024-04-16 0.330
52W High: 2023-05-22 1.230
52W Low: 2024-04-16 0.330
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   0.673
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   141.93%
Volatility 6M:   103.10%
Volatility 1Y:   98.16%
Volatility 3Y:   -