Soc. Generale Call 60 MDLZ 20.12.2024
/ DE000SW320L2
Soc. Generale Call 60 MDLZ 20.12..../ DE000SW320L2 /
| 7/30/2024 9:48:37 PM |
Chg.-0.010 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-1.19% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
60.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW320L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.66 |
| Time value: |
0.18 |
| Break-even: |
63.86 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
6.01 |
| Rho: |
0.16 |
Quote data
| Open: |
0.800 |
| High: |
0.840 |
| Low: |
0.800 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.79% |
| 1 Month |
|
|
+16.90% |
| 3 Months |
|
|
-39.42% |
| YTD |
|
|
-39.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.760 |
| 1M High / 1M Low: |
0.840 |
0.640 |
| 6M High / 6M Low: |
1.800 |
0.640 |
| High (YTD): |
2/2/2024 |
1.800 |
| Low (YTD): |
7/15/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.089 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.67% |
| Volatility 6M: |
|
87.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
