OverviewChartNewsTraderScreen

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

EUWAX
7/10/2024  8:55:16 AM Chg.-0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.170EUR -15.00% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 70.00 USD 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
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: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -41.38%
3 Months
  -58.54%
YTD
  -76.71%
1 Year
  -81.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.190
1M High / 1M Low: 0.300 0.170
6M High / 6M Low: 1.010 0.170
High (YTD): 1/30/2024 1.010
Low (YTD): 7/2/2024 0.170
52W High: 7/28/2023 1.160
52W Low: 7/2/2024 0.170
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   0.000
Avg. price 1Y:   0.652
Avg. volume 1Y:   0.000
Volatility 1M:   219.08%
Volatility 6M:   141.42%
Volatility 1Y:   121.63%
Volatility 3Y:   -