Soc. Generale Call 70 MDLZ 20.12.2024
/ DE000SV459J3
Soc. Generale Call 70 MDLZ 20.12..../ DE000SV459J3 /
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: |
|
- |