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

EUWAX
10/18/2024  9:26:48 AM Chg.-0.07 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.04EUR -6.31% -
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: 5.83
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.07
Implied volatility: 0.33
Historic volatility: 0.15
Parity: 1.07
Time value: 0.06
Break-even: 66.51
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.02
Omega: 5.36
Rho: 0.08
 

Quote data

Open: 1.04
High: 1.04
Low: 1.04
Previous Close: 1.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.95%
1 Month
  -16.13%
3 Months  
+35.06%
YTD
  -24.09%
1 Year  
+4.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.11 1.01
1M High / 1M Low: 1.25 0.98
6M High / 6M Low: 1.34 0.59
High (YTD): 1/30/2024 1.73
Low (YTD): 7/16/2024 0.59
52W High: 1/30/2024 1.73
52W Low: 7/16/2024 0.59
Avg. price 1W:   1.05
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   0.98
Avg. volume 6M:   0.00
Avg. price 1Y:   1.14
Avg. volume 1Y:   0.00
Volatility 1M:   63.20%
Volatility 6M:   98.93%
Volatility 1Y:   81.94%
Volatility 3Y:   -