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Soc. Generale Call 70 MDLZ 21.03..../  DE000SW3PMD2  /

Frankfurt Zert./SG
7/10/2024  12:01:00 PM Chg.-0.020 Bid7/10/2024 Ask7/10/2024 Underlying Strike price Expiration date Option type
0.240EUR -7.69% 0.240
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Mondelez Internation... 70.00 USD 3/21/2025 Call
 

Master data

WKN: SW3PMD
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.20
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.44
Time value: 0.26
Break-even: 67.33
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.42
Theta: -0.01
Omega: 9.65
Rho: 0.16
 

Quote data

Open: 0.240
High: 0.240
Low: 0.230
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -36.84%
3 Months
  -46.67%
YTD
  -70.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.380 0.260
6M High / 6M Low: 1.120 0.260
High (YTD): 2/2/2024 1.120
Low (YTD): 7/9/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.619
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.19%
Volatility 6M:   107.77%
Volatility 1Y:   -
Volatility 3Y:   -