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

EUWAX
11/10/2024  14:32:23 Chg.+0.020 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.310EUR +6.90% -
Bid Size: -		 -
Ask Size: -		 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: 20.19
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.06
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.06
Time value: 0.26
Break-even: 67.21
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.59
Theta: -0.02
Omega: 11.92
Rho: 0.09
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -42.59%
3 Months  
+82.35%
YTD
  -57.53%
1 Year
  -11.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.590 0.290
6M High / 6M Low: 0.620 0.130
High (YTD): 30/01/2024 1.010
Low (YTD): 16/07/2024 0.130
52W High: 30/01/2024 1.010
52W Low: 16/07/2024 0.130
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.359
Avg. volume 6M:   0.000
Avg. price 1Y:   0.519
Avg. volume 1Y:   0.000
Volatility 1M:   103.86%
Volatility 6M:   187.59%
Volatility 1Y:   147.89%
Volatility 3Y:   -