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Soc. Generale Call 75 MDLZ 17.01..../  DE000SQ86012  /

Frankfurt Zert./SG
2024-05-31  9:46:20 PM Chg.+0.020 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
0.170EUR +13.33% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 75.00 USD 2025-01-17 Call
 

Master data

WKN: SQ8601
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 75.00 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: 33.25
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.60
Time value: 0.19
Break-even: 71.03
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.34
Theta: -0.01
Omega: 11.44
Rho: 0.12
 

Quote data

Open: 0.150
High: 0.170
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -37.04%
3 Months
  -61.36%
YTD
  -64.58%
1 Year
  -80.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.320 0.130
6M High / 6M Low: 0.740 0.130
High (YTD): 2024-02-02 0.740
Low (YTD): 2024-05-29 0.130
52W High: 2023-07-28 0.870
52W Low: 2024-05-29 0.130
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.403
Avg. volume 6M:   0.000
Avg. price 1Y:   0.493
Avg. volume 1Y:   0.000
Volatility 1M:   167.81%
Volatility 6M:   133.68%
Volatility 1Y:   120.55%
Volatility 3Y:   -