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

Frankfurt Zert./SG
2024-06-27  9:46:14 AM Chg.-0.040 Bid2024-06-27 Ask2024-06-27 Underlying Strike price Expiration date Option type
0.660EUR -5.71% 0.660
Bid Size: 5,000		 0.750
Ask Size: 5,000		 Mondelez Internation... 60.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.79
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.62
Implied volatility: 0.21
Historic volatility: 0.16
Parity: 0.62
Time value: 0.09
Break-even: 63.28
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.88
Theta: -0.01
Omega: 7.70
Rho: 0.11
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month
  -17.50%
3 Months
  -38.32%
YTD
  -49.62%
1 Year
  -58.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.670
1M High / 1M Low: 0.850 0.650
6M High / 6M Low: 1.740 0.650
High (YTD): 2024-02-02 1.740
Low (YTD): 2024-06-14 0.650
52W High: 2023-07-28 1.760
52W Low: 2024-06-14 0.650
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   1.146
Avg. volume 6M:   0.000
Avg. price 1Y:   1.229
Avg. volume 1Y:   0.000
Volatility 1M:   123.34%
Volatility 6M:   89.27%
Volatility 1Y:   82.31%
Volatility 3Y:   -