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

EUWAX
2024-07-05  8:27:54 AM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.200EUR +5.26% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 70.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.87
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.28
Time value: 0.23
Break-even: 66.88
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.44
Theta: -0.01
Omega: 11.71
Rho: 0.11
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -31.03%
3 Months
  -52.38%
YTD
  -72.22%
1 Year
  -79.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.300 0.150
6M High / 6M Low: 0.990 0.150
High (YTD): 2024-01-30 0.990
Low (YTD): 2024-07-02 0.150
52W High: 2023-07-28 1.150
52W Low: 2024-07-02 0.150
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   0.641
Avg. volume 1Y:   0.000
Volatility 1M:   233.85%
Volatility 6M:   145.25%
Volatility 1Y:   124.89%
Volatility 3Y:   -