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

EUWAX
11/09/2024  08:57:11 Chg.-0.030 Bid11:51:06 Ask11:51:06 Underlying Strike price Expiration date Option type
0.590EUR -4.84% 0.600
Bid Size: 6,000		 0.690
Ask Size: 6,000		 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: 10.49
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.47
Implied volatility: 0.20
Historic volatility: 0.16
Parity: 0.47
Time value: 0.18
Break-even: 70.02
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.78
Theta: -0.01
Omega: 8.17
Rho: 0.16
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.90%
1 Month  
+55.26%
3 Months  
+110.71%
YTD
  -19.18%
1 Year
  -33.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.410
1M High / 1M Low: 0.620 0.300
6M High / 6M Low: 0.670 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:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.373
Avg. volume 6M:   0.000
Avg. price 1Y:   0.542
Avg. volume 1Y:   0.000
Volatility 1M:   204.61%
Volatility 6M:   186.46%
Volatility 1Y:   150.17%
Volatility 3Y:   -