Soc. Generale Call 65 MDLZ 20.12.2024
/ DE000SU2TLD0
Soc. Generale Call 65 MDLZ 20.12..../ DE000SU2TLD0 /
06/09/2024 13:14:25 |
Chg.-0.100 |
Bid14:15:43 |
Ask14:15:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-9.90% |
0.920 Bid Size: 5,000 |
1.080 Ask Size: 5,000 |
Mondelez Internation... |
65.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SU2TLD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
27/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.91 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
0.91 |
Time value: |
0.10 |
Break-even: |
68.60 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.00% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
6.00 |
Rho: |
0.15 |
Quote data
Open: |
0.900 |
High: |
0.930 |
Low: |
0.900 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+26.39% |
1 Month |
|
|
+62.50% |
3 Months |
|
|
+54.24% |
YTD |
|
|
-10.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.700 |
1M High / 1M Low: |
1.010 |
0.560 |
6M High / 6M Low: |
1.010 |
0.330 |
High (YTD): |
02/02/2024 |
1.410 |
Low (YTD): |
15/07/2024 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.692 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.652 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.89% |
Volatility 6M: |
|
140.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |