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Soc. Generale Call 80 MDLZ 20.06..../  DE000SU2YWM8  /

Frankfurt Zert./SG
9/26/2024  9:46:50 PM Chg.+0.010 Bid8:23:08 AM Ask8:23:08 AM Underlying Strike price Expiration date Option type
0.240EUR +4.35% 0.210
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Mondelez Internation... 80.00 USD 6/20/2025 Call
 

Master data

WKN: SU2YWM
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 6/20/2025
Issue date: 11/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.73
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -0.53
Time value: 0.24
Break-even: 74.28
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.39
Theta: -0.01
Omega: 10.68
Rho: 0.17
 

Quote data

Open: 0.210
High: 0.240
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+33.33%
3 Months  
+118.18%
YTD
  -42.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.230
1M High / 1M Low: 0.360 0.160
6M High / 6M Low: 0.380 0.088
High (YTD): 2/2/2024 0.630
Low (YTD): 7/15/2024 0.088
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.82%
Volatility 6M:   189.45%
Volatility 1Y:   -
Volatility 3Y:   -