Soc. Generale Put 70 MDLZ 20.09.2024
/ DE000SV6QXY7
Soc. Generale Put 70 MDLZ 20.09.2.../ DE000SV6QXY7 /
2024-08-30 9:38:54 PM |
Chg.-0.024 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.037EUR |
-39.34% |
0.034 Bid Size: 10,000 |
0.044 Ask Size: 10,000 |
Mondelez Internation... |
70.00 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-05-24 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-147.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.16 |
Parity: |
-0.16 |
Time value: |
0.04 |
Break-even: |
62.92 |
Moneyness: |
0.97 |
Premium: |
0.03 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.01 |
Spread %: |
29.41% |
Delta: |
-0.26 |
Theta: |
-0.02 |
Omega: |
-37.71 |
Rho: |
-0.01 |
Quote data
Open: |
0.041 |
High: |
0.051 |
Low: |
0.037 |
Previous Close: |
0.061 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-35.09% |
1 Month |
|
|
-83.18% |
3 Months |
|
|
-88.06% |
YTD |
|
|
-86.79% |
1 Year |
|
|
-91.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.061 |
0.037 |
1M High / 1M Low: |
0.220 |
0.037 |
6M High / 6M Low: |
0.520 |
0.037 |
High (YTD): |
2024-04-15 |
0.520 |
Low (YTD): |
2024-08-30 |
0.037 |
52W High: |
2023-10-12 |
0.960 |
52W Low: |
2024-08-30 |
0.037 |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.289 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.343 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
374.28% |
Volatility 6M: |
|
230.79% |
Volatility 1Y: |
|
190.43% |
Volatility 3Y: |
|
- |