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

Frankfurt Zert./SG
8/9/2024  9:36:47 PM Chg.-0.040 Bid9:59:35 PM Ask- Underlying Strike price Expiration date Option type
0.950EUR -4.04% 0.940
Bid Size: 4,000		 -
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: 6.44
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.94
Implied volatility: 0.37
Historic volatility: 0.16
Parity: 0.94
Time value: 0.06
Break-even: 64.97
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.02
Omega: 5.86
Rho: 0.06
 

Quote data

Open: 0.910
High: 0.990
Low: 0.870
Previous Close: 0.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.65%
1 Month  
+50.79%
3 Months
  -17.39%
YTD
  -27.48%
1 Year
  -40.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.850
1M High / 1M Low: 1.040 0.540
6M High / 6M Low: 1.460 0.540
High (YTD): 2/2/2024 1.740
Low (YTD): 7/15/2024 0.540
52W High: 2/2/2024 1.740
52W Low: 7/15/2024 0.540
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   0.755
Avg. volume 1M:   0.000
Avg. price 6M:   0.959
Avg. volume 6M:   0.000
Avg. price 1Y:   1.124
Avg. volume 1Y:   0.000
Volatility 1M:   171.28%
Volatility 6M:   114.10%
Volatility 1Y:   96.32%
Volatility 3Y:   -