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Soc. Generale Call 70 MDLZ 20.09..../  DE000SQ80AZ2  /

Frankfurt Zert./SG
2024-05-31  9:44:23 PM Chg.+0.020 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.200EUR +11.11% 0.210
Bid Size: 10,000		 0.220
Ask Size: 10,000		 Mondelez Internation... 70.00 USD 2024-09-20 Call
 

Master data

WKN: SQ80AZ
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.47
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.14
Time value: 0.23
Break-even: 66.83
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.48
Theta: -0.01
Omega: 13.25
Rho: 0.09
 

Quote data

Open: 0.170
High: 0.200
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -61.54%
3 Months
  -64.91%
YTD
  -68.25%
1 Year
  -79.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.430 0.150
6M High / 6M Low: 0.950 0.150
High (YTD): 2024-02-02 0.950
Low (YTD): 2024-05-29 0.150
52W High: 2023-07-28 1.050
52W Low: 2024-05-29 0.150
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   0.516
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   207.73%
Volatility 6M:   147.90%
Volatility 1Y:   126.74%
Volatility 3Y:   -