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Soc. Generale Call 80 MDLZ 21.03..../  DE000SW3PTN6  /

Frankfurt Zert./SG
12/07/2024  21:46:23 Chg.-0.001 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
0.060EUR -1.64% 0.058
Bid Size: 10,000		 0.068
Ask Size: 10,000		 Mondelez Internation... 80.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PTN
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 88.13
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -1.34
Time value: 0.07
Break-even: 74.03
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 17.24%
Delta: 0.15
Theta: -0.01
Omega: 13.10
Rho: 0.06
 

Quote data

Open: 0.059
High: 0.068
Low: 0.058
Previous Close: 0.061
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -21.05%
3 Months
  -60.00%
YTD
  -82.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.058
1M High / 1M Low: 0.090 0.058
6M High / 6M Low: 0.550 0.058
High (YTD): 02/02/2024 0.550
Low (YTD): 09/07/2024 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.227
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.33%
Volatility 6M:   148.86%
Volatility 1Y:   -
Volatility 3Y:   -