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Soc. Generale Call 85 MDLZ 17.01..../  DE000SV2TTG5  /

Frankfurt Zert./SG
13/09/2024  21:40:48 Chg.+0.007 Bid21:59:06 Ask21:59:06 Underlying Strike price Expiration date Option type
0.051EUR +15.91% 0.052
Bid Size: 10,000		 0.062
Ask Size: 10,000		 Mondelez Internation... 85.00 USD 17/01/2025 Call
 

Master data

WKN: SV2TTG
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 17/01/2025
Issue date: 29/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 111.39
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.88
Time value: 0.06
Break-even: 77.35
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 19.61%
Delta: 0.17
Theta: -0.01
Omega: 18.44
Rho: 0.04
 

Quote data

Open: 0.033
High: 0.051
Low: 0.033
Previous Close: 0.044
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month  
+104.00%
3 Months  
+82.14%
YTD
  -70.00%
1 Year
  -80.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.044
1M High / 1M Low: 0.067 0.018
6M High / 6M Low: 0.110 0.018
High (YTD): 02/02/2024 0.290
Low (YTD): 02/09/2024 0.018
52W High: 02/02/2024 0.290
52W Low: 02/09/2024 0.018
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.045
Avg. volume 6M:   0.000
Avg. price 1Y:   0.105
Avg. volume 1Y:   0.000
Volatility 1M:   507.61%
Volatility 6M:   283.83%
Volatility 1Y:   228.00%
Volatility 3Y:   -