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Soc. Generale Call 80 MDLZ 20.12..../  DE000SV459K1  /

EUWAX
18/09/2024  08:27:57 Chg.-0.003 Bid19:54:58 Ask19:54:58 Underlying Strike price Expiration date Option type
0.085EUR -3.41% 0.100
Bid Size: 300,000		 0.110
Ask Size: 300,000		 Mondelez Internation... 80.00 USD 20/12/2024 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: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.39
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.44
Time value: 0.11
Break-even: 73.03
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.29
Theta: -0.01
Omega: 18.01
Rho: 0.05
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.088
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month  
+174.19%
3 Months  
+165.63%
YTD
  -68.52%
1 Year
  -77.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.079
1M High / 1M Low: 0.120 0.024
6M High / 6M Low: 0.200 0.018
High (YTD): 30/01/2024 0.430
Low (YTD): 02/07/2024 0.018
52W High: 30/01/2024 0.430
52W Low: 02/07/2024 0.018
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   0.168
Avg. volume 1Y:   0.000
Volatility 1M:   579.48%
Volatility 6M:   346.67%
Volatility 1Y:   265.46%
Volatility 3Y:   -