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

Frankfurt Zert./SG
28/06/2024  21:48:17 Chg.-0.080 Bid21:59:52 Ask21:59:52 Underlying Strike price Expiration date Option type
0.620EUR -11.43% 0.620
Bid Size: 5,000		 0.630
Ask Size: 5,000		 Mondelez Internation... 60.00 USD 20/09/2024 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: 20/09/2024
Issue date: 13/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.54
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.51
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 0.51
Time value: 0.13
Break-even: 62.40
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.80
Theta: -0.02
Omega: 7.66
Rho: 0.10
 

Quote data

Open: 0.660
High: 0.690
Low: 0.600
Previous Close: 0.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -24.39%
3 Months
  -40.38%
YTD
  -52.67%
1 Year
  -60.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.620
1M High / 1M Low: 0.850 0.620
6M High / 6M Low: 1.740 0.620
High (YTD): 02/02/2024 1.740
Low (YTD): 28/06/2024 0.620
52W High: 28/07/2023 1.760
52W Low: 28/06/2024 0.620
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.741
Avg. volume 1M:   0.000
Avg. price 6M:   1.135
Avg. volume 6M:   0.000
Avg. price 1Y:   1.221
Avg. volume 1Y:   0.000
Volatility 1M:   124.74%
Volatility 6M:   89.39%
Volatility 1Y:   83.16%
Volatility 3Y:   -