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

Frankfurt Zert./SG
05/09/2024  21:45:56 Chg.-0.020 Bid08:07:33 Ask08:07:33 Underlying Strike price Expiration date Option type
0.600EUR -3.23% 0.550
Bid Size: 6,000		 0.670
Ask Size: 6,000		 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: 10.90
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.46
Implied volatility: 0.21
Historic volatility: 0.16
Parity: 0.46
Time value: 0.16
Break-even: 69.20
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.78
Theta: -0.02
Omega: 8.51
Rho: 0.13
 

Quote data

Open: 0.560
High: 0.650
Low: 0.560
Previous Close: 0.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+62.16%
1 Month  
+114.29%
3 Months  
+87.50%
YTD
  -16.67%
1 Year
  -18.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.350
1M High / 1M Low: 0.620 0.270
6M High / 6M Low: 0.680 0.120
High (YTD): 02/02/2024 1.040
Low (YTD): 15/07/2024 0.120
52W High: 02/02/2024 1.040
52W Low: 15/07/2024 0.120
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   2,695.652
Avg. price 6M:   0.370
Avg. volume 6M:   3,155.039
Avg. price 1Y:   0.535
Avg. volume 1Y:   1,589.844
Volatility 1M:   272.72%
Volatility 6M:   202.70%
Volatility 1Y:   160.01%
Volatility 3Y:   -