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

Frankfurt Zert./SG
30/07/2024  21:46:49 Chg.0.000 Bid21:54:21 Ask21:54:21 Underlying Strike price Expiration date Option type
0.230EUR 0.00% 0.230
Bid Size: 225,000		 0.240
Ask Size: 225,000		 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: 25.84
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -0.27
Time value: 0.24
Break-even: 67.10
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.44
Theta: -0.01
Omega: 11.32
Rho: 0.10
 

Quote data

Open: 0.210
High: 0.230
Low: 0.210
Previous Close: 0.230
Turnover: 3,910
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.78%
1 Month  
+35.29%
3 Months
  -64.62%
YTD
  -68.06%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: 1.040 0.120
High (YTD): 02/02/2024 1.040
Low (YTD): 15/07/2024 0.120
52W High: 03/08/2023 1.120
52W Low: 15/07/2024 0.120
Avg. price 1W:   0.204
Avg. volume 1W:   6,000
Avg. price 1M:   0.188
Avg. volume 1M:   4,857.143
Avg. price 6M:   0.458
Avg. volume 6M:   803.150
Avg. price 1Y:   0.597
Avg. volume 1Y:   400
Volatility 1M:   260.19%
Volatility 6M:   163.41%
Volatility 1Y:   132.62%
Volatility 3Y:   -