Soc. Generale Call 85 MDLZ 21.03.2025
/ DE000SW7LAT3
Soc. Generale Call 85 MDLZ 21.03..../ DE000SW7LAT3 /
16/10/2024 20:13:02 |
Chg.+0.001 |
Bid21:23:21 |
Ask21:23:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
+2.56% |
0.040 Bid Size: 300,000 |
0.050 Ask Size: 300,000 |
Mondelez Internation... |
85.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SW7LAT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
12/03/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
131.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
-1.21 |
Time value: |
0.05 |
Break-even: |
78.60 |
Moneyness: |
0.84 |
Premium: |
0.19 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.01 |
Spread %: |
25.00% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
16.60 |
Rho: |
0.03 |
Quote data
Open: |
0.037 |
High: |
0.040 |
Low: |
0.035 |
Previous Close: |
0.039 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-58.76% |
3 Months |
|
|
-4.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.025 |
1M High / 1M Low: |
0.099 |
0.025 |
6M High / 6M Low: |
0.160 |
0.025 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.064 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
250.08% |
Volatility 6M: |
|
275.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |