Soc. Generale Call 60 MDLZ 20.12.2024
/ DE000SW320L2
Soc. Generale Call 60 MDLZ 20.12..../ DE000SW320L2 /
| 2024-07-05 9:23:38 AM |
Chg.0.000 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
60.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.64 |
| Time value: |
0.20 |
| Break-even: |
63.75 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.99 |
| Rho: |
0.19 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.60% |
| 1 Month |
|
|
-13.79% |
| 3 Months |
|
|
-26.47% |
| YTD |
|
|
-45.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.660 |
| 1M High / 1M Low: |
0.910 |
0.660 |
| 6M High / 6M Low: |
1.730 |
0.660 |
| High (YTD): |
2024-01-30 |
1.730 |
| Low (YTD): |
2024-07-02 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.38% |
| Volatility 6M: |
|
79.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
