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

EUWAX
10/11/2024  8:28:49 AM Chg.0.000 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 15.39
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.06
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.06
Time value: 0.36
Break-even: 68.21
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.60
Theta: -0.01
Omega: 9.18
Rho: 0.15
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month
  -34.92%
3 Months  
+70.83%
YTD
  -48.10%
1 Year
  -4.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.390
1M High / 1M Low: 0.690 0.390
6M High / 6M Low: 0.720 0.200
High (YTD): 2/5/2024 1.070
Low (YTD): 7/16/2024 0.200
52W High: 2/5/2024 1.070
52W Low: 7/16/2024 0.200
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.544
Avg. volume 1M:   0.000
Avg. price 6M:   0.444
Avg. volume 6M:   0.000
Avg. price 1Y:   0.596
Avg. volume 1Y:   0.000
Volatility 1M:   92.76%
Volatility 6M:   151.04%
Volatility 1Y:   122.31%
Volatility 3Y:   -