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

EUWAX
7/10/2024  3:29:29 PM Chg.-0.050 Bid8:46:04 PM Ask8:46:04 PM Underlying Strike price Expiration date Option type
0.350EUR -12.50% 0.390
Bid Size: 175,000		 0.400
Ask Size: 175,000		 Mondelez Internation... 65.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.47
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.02
Implied volatility: 0.21
Historic volatility: 0.16
Parity: 0.02
Time value: 0.37
Break-even: 64.01
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.58
Theta: -0.01
Omega: 9.04
Rho: 0.14
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.63%
1 Month
  -32.69%
3 Months
  -45.31%
YTD
  -66.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.400
1M High / 1M Low: 0.550 0.350
6M High / 6M Low: 1.370 0.350
High (YTD): 2/5/2024 1.370
Low (YTD): 7/2/2024 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.804
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.82%
Volatility 6M:   105.50%
Volatility 1Y:   -
Volatility 3Y:   -