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

Frankfurt Zert./SG
2024-04-26  9:44:54 PM Chg.0.000 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.570EUR 0.00% 0.560
Bid Size: 5,400		 0.570
Ask Size: 5,400		 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: 11.62
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.07
Implied volatility: 0.20
Historic volatility: 0.16
Parity: 0.07
Time value: 0.50
Break-even: 71.16
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.63
Theta: -0.01
Omega: 7.27
Rho: 0.26
 

Quote data

Open: 0.540
High: 0.580
Low: 0.530
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+35.71%
1 Month  
+9.62%
3 Months
  -38.04%
YTD
  -22.97%
1 Year
  -53.66%
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.480
1M High / 1M Low: 0.610 0.330
6M High / 6M Low: 1.060 0.330
High (YTD): 2024-02-02 1.060
Low (YTD): 2024-04-16 0.330
52W High: 2023-05-12 1.360
52W Low: 2024-04-16 0.330
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.447
Avg. volume 1M:   0.000
Avg. price 6M:   0.685
Avg. volume 6M:   0.000
Avg. price 1Y:   0.807
Avg. volume 1Y:   0.000
Volatility 1M:   122.98%
Volatility 6M:   94.13%
Volatility 1Y:   93.29%
Volatility 3Y:   -