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Soc. Generale Call 65 MDLZ 20.12..../  DE000SU2TLD0  /

Frankfurt Zert./SG
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:   -