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Soc. Generale Call 70 MDLZ 20.12..../  DE000SV459J3  /

EUWAX
06/08/2024  08:24:03 Chg.-0.040 Bid09:23:10 Ask09:23:10 Underlying Strike price Expiration date Option type
0.300EUR -11.76% 0.280
Bid Size: 10,000		 0.320
Ask Size: 10,000		 Mondelez Internation... 70.00 USD 20/12/2024 Call
 

Master data

WKN: SV459J
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.10
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -0.09
Time value: 0.33
Break-even: 67.22
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.52
Theta: -0.02
Omega: 10.01
Rho: 0.11
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+50.00%
3 Months
  -31.82%
YTD
  -58.33%
1 Year
  -72.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.170
1M High / 1M Low: 0.250 0.100
6M High / 6M Low: 0.900 0.100
High (YTD): 30/01/2024 0.990
Low (YTD): 16/07/2024 0.100
52W High: 07/08/2023 1.060
52W Low: 16/07/2024 0.100
Avg. price 1W:   0.215
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   250
Avg. price 6M:   0.418
Avg. volume 6M:   39.683
Avg. price 1Y:   0.575
Avg. volume 1Y:   19.685
Volatility 1M:   313.73%
Volatility 6M:   186.97%
Volatility 1Y:   147.31%
Volatility 3Y:   -