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Soc. Generale Call 70 MDLZ 17.01..../  DE000SQ86004  /

Frankfurt Zert./SG
10/07/2024  21:37:54 Chg.+0.010 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.200
Bid Size: 10,000		 0.210
Ask Size: 10,000		 Mondelez Internation... 70.00 USD 17/01/2025 Call
 

Master data

WKN: SQ8600
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.75
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.44
Time value: 0.19
Break-even: 66.63
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.37
Theta: -0.01
Omega: 11.83
Rho: 0.11
 

Quote data

Open: 0.170
High: 0.200
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -33.33%
3 Months
  -45.95%
YTD
  -72.97%
1 Year
  -78.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.310 0.180
6M High / 6M Low: 1.060 0.180
High (YTD): 02/02/2024 1.060
Low (YTD): 28/06/2024 0.180
52W High: 28/07/2023 1.160
52W Low: 28/06/2024 0.180
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.544
Avg. volume 6M:   0.000
Avg. price 1Y:   0.656
Avg. volume 1Y:   0.000
Volatility 1M:   204.54%
Volatility 6M:   131.30%
Volatility 1Y:   116.08%
Volatility 3Y:   -