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Soc. Generale Call 60 MDLZ 21.03..../  DE000SW320M0  /

Frankfurt Zert./SG
11/6/2024  9:37:29 PM Chg.-0.210 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.750EUR -21.88% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 60.00 USD 3/21/2025 Call
 

Master data

WKN: SW320M
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 3/21/2025
Issue date: 9/28/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.58
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.83
Implied volatility: 0.24
Historic volatility: 0.15
Parity: 0.83
Time value: 0.13
Break-even: 64.47
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.86
Theta: -0.01
Omega: 5.68
Rho: 0.17
 

Quote data

Open: 0.920
High: 0.960
Low: 0.750
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.73%
1 Month
  -35.34%
3 Months
  -31.19%
YTD
  -47.55%
1 Year
  -41.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.750
1M High / 1M Low: 1.230 0.750
6M High / 6M Low: 1.550 0.720
High (YTD): 2/2/2024 1.850
Low (YTD): 7/15/2024 0.720
52W High: 2/2/2024 1.850
52W Low: 7/15/2024 0.720
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   1.061
Avg. volume 1M:   0.000
Avg. price 6M:   1.087
Avg. volume 6M:   0.000
Avg. price 1Y:   1.236
Avg. volume 1Y:   0.000
Volatility 1M:   109.39%
Volatility 6M:   95.33%
Volatility 1Y:   80.59%
Volatility 3Y:   -