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Soc. Generale Call 60 MDLZ 20.12..../  DE000SW320L2  /

EUWAX
07/10/2024  09:21:42 Chg.+0.03 Bid14:24:32 Ask14:24:32 Underlying Strike price Expiration date Option type
1.05EUR +2.94% 1.06
Bid Size: 4,000		 -
Ask Size: -		 Mondelez Internation... 60.00 USD 20/12/2024 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: 20/12/2024
Issue date: 28/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.82
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.05
Implied volatility: 0.30
Historic volatility: 0.15
Parity: 1.05
Time value: 0.07
Break-even: 65.89
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.01
Omega: 5.35
Rho: 0.10
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -17.97%
3 Months  
+40.00%
YTD
  -23.36%
1 Year  
+12.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 1.02
1M High / 1M Low: 1.34 1.02
6M High / 6M Low: 1.34 0.59
High (YTD): 30/01/2024 1.73
Low (YTD): 16/07/2024 0.59
52W High: 30/01/2024 1.73
52W Low: 16/07/2024 0.59
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   1.14
Avg. volume 1Y:   0.00
Volatility 1M:   50.18%
Volatility 6M:   99.67%
Volatility 1Y:   83.17%
Volatility 3Y:   -