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Soc. Generale Put 70 MDLZ 20.09.2.../  DE000SV6QXY7  /

EUWAX
26/07/2024  08:31:58 Chg.-0.010 Bid07:48:02 Ask07:48:02 Underlying Strike price Expiration date Option type
0.350EUR -2.78% 0.350
Bid Size: 8,600		 0.410
Ask Size: 8,600		 Mondelez Internation... 70.00 USD 20/09/2024 Put
 

Master data

WKN: SV6QXY
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 20/09/2024
Issue date: 24/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.69
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.33
Implied volatility: 0.22
Historic volatility: 0.16
Parity: 0.33
Time value: 0.06
Break-even: 60.58
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.63%
Delta: -0.70
Theta: -0.01
Omega: -10.94
Rho: -0.07
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.94%
1 Month     0.00%
3 Months  
+45.83%
YTD  
+25.00%
1 Year  
+20.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.340
1M High / 1M Low: 0.480 0.300
6M High / 6M Low: 0.480 0.140
High (YTD): 16/07/2024 0.480
Low (YTD): 17/05/2024 0.140
52W High: 12/10/2023 0.960
52W Low: 17/05/2024 0.140
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.288
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   0.000
Volatility 1M:   181.00%
Volatility 6M:   187.91%
Volatility 1Y:   156.06%
Volatility 3Y:   -