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

Frankfurt Zert./SG
2024-06-07  9:49:45 PM Chg.-0.030 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.310EUR -8.82% 0.310
Bid Size: 9,700		 0.320
Ask Size: 9,700		 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: 19.62
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.20
Time value: 0.32
Break-even: 68.01
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.50
Theta: -0.01
Omega: 9.83
Rho: 0.17
 

Quote data

Open: 0.320
High: 0.350
Low: 0.310
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -39.22%
3 Months
  -53.73%
YTD
  -58.11%
1 Year
  -67.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.580 0.290
6M High / 6M Low: 1.060 0.290
High (YTD): 2024-02-02 1.060
Low (YTD): 2024-05-29 0.290
52W High: 2023-07-28 1.160
52W Low: 2024-05-29 0.290
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.419
Avg. volume 1M:   0.000
Avg. price 6M:   0.630
Avg. volume 6M:   0.000
Avg. price 1Y:   0.720
Avg. volume 1Y:   0.000
Volatility 1M:   135.28%
Volatility 6M:   111.63%
Volatility 1Y:   101.98%
Volatility 3Y:   -