Soc. Generale Put 70 MDLZ 20.06.2025
/ DE000SY03U11
Soc. Generale Put 70 MDLZ 20.06.2.../ DE000SY03U11 /
| 7/17/2024 8:40:38 AM |
Chg.-0.080 |
Bid9:14:15 AM |
Ask9:14:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-12.12% |
0.570
Bid Size: 6,000 |
0.620
Ask Size: 6,000 |
Mondelez Internation... |
70.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
SY03U1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.38 |
| Time value: |
0.22 |
| Break-even: |
58.21 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-5.16 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.92% |
| 1 Month |
|
|
-6.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.580 |
| 1M High / 1M Low: |
0.660 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
