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Soc. Generale Call 60 MDLZ 20.09..../  DE000SQ80AY5  /

EUWAX
8/30/2024  9:39:57 AM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.860EUR -5.49% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 60.00 USD 9/20/2024 Call
 

Master data

WKN: SQ80AY
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.96
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.07
Implied volatility: 0.45
Historic volatility: 0.16
Parity: 1.07
Time value: 0.02
Break-even: 65.21
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 5.75
Rho: 0.03
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.44%
1 Month  
+14.67%
3 Months  
+10.26%
YTD
  -34.35%
1 Year
  -36.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.860
1M High / 1M Low: 1.050 0.750
6M High / 6M Low: 1.280 0.470
High (YTD): 2/5/2024 1.680
Low (YTD): 7/16/2024 0.470
52W High: 2/5/2024 1.680
52W Low: 7/16/2024 0.470
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   0.869
Avg. volume 6M:   0.000
Avg. price 1Y:   1.067
Avg. volume 1Y:   0.000
Volatility 1M:   131.71%
Volatility 6M:   112.97%
Volatility 1Y:   97.30%
Volatility 3Y:   -