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Soc. Generale Call 70 MDLZ 21.06..../  DE000SQ4FQT6  /

EUWAX
2024-05-22  8:54:42 AM Chg.+0.020 Bid5:00:04 PM Ask5:00:04 PM Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.120
Bid Size: 200,000		 0.130
Ask Size: 200,000		 Mondelez Internation... 70.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FQT
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.29
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.06
Implied volatility: 0.17
Historic volatility: 0.16
Parity: 0.06
Time value: 0.11
Break-even: 66.19
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.61
Theta: -0.02
Omega: 23.40
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month     0.00%
3 Months
  -73.58%
YTD
  -73.08%
1 Year
  -87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.120
1M High / 1M Low: 0.290 0.120
6M High / 6M Low: 0.790 0.076
High (YTD): 2024-01-30 0.790
Low (YTD): 2024-04-16 0.076
52W High: 2023-05-22 1.120
52W Low: 2024-04-16 0.076
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   0.530
Avg. volume 1Y:   0.000
Volatility 1M:   376.10%
Volatility 6M:   217.94%
Volatility 1Y:   173.49%
Volatility 3Y:   -