Soc. Generale Call 60 MDLZ 21.03.2025
/ DE000SW320M0
Soc. Generale Call 60 MDLZ 21.03..../ DE000SW320M0 /
| 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% |
0.740
Bid Size: 4,100 |
0.750
Ask Size: 4,100 |
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 |
|
|
-25.74% |
| 1 Month |
|
|
-36.44% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-47.55% |
| 1 Year |
|
|
-41.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.890 |
| 1M High / 1M Low: |
1.230 |
0.890 |
| 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: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.238 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
85.12% |
| Volatility 6M: |
|
90.81% |
| Volatility 1Y: |
|
77.70% |
| Volatility 3Y: |
|
- |
