Soc. Generale Call 80 MDLZ 20.12.2024
/ DE000SV459K1
Soc. Generale Call 80 MDLZ 20.12..../ DE000SV459K1 /
10/18/2024 9:40:38 PM |
Chg.+0.002 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.027EUR |
+8.00% |
0.028 Bid Size: 10,000 |
0.038 Ask Size: 10,000 |
Mondelez Internation... |
80.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SV459K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/9/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
173.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.15 |
Parity: |
-0.77 |
Time value: |
0.04 |
Break-even: |
73.99 |
Moneyness: |
0.89 |
Premium: |
0.12 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.01 |
Spread %: |
35.71% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
22.79 |
Rho: |
0.01 |
Quote data
Open: |
0.022 |
High: |
0.029 |
Low: |
0.022 |
Previous Close: |
0.025 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.85% |
1 Month |
|
|
-65.82% |
3 Months |
|
|
-20.59% |
YTD |
|
|
-90.00% |
1 Year |
|
|
-85.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.033 |
0.020 |
1M High / 1M Low: |
0.079 |
0.020 |
6M High / 6M Low: |
0.200 |
0.020 |
High (YTD): |
2/2/2024 |
0.450 |
Low (YTD): |
10/14/2024 |
0.020 |
52W High: |
2/2/2024 |
0.450 |
52W Low: |
10/14/2024 |
0.020 |
Avg. price 1W: |
|
0.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.042 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.063 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.153 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
239.40% |
Volatility 6M: |
|
361.07% |
Volatility 1Y: |
|
270.67% |
Volatility 3Y: |
|
- |