Soc. Generale Put 70 MDLZ 20.09.2024
/ DE000SV6QXY7
Soc. Generale Put 70 MDLZ 20.09.2.../ DE000SV6QXY7 /
| 7/26/2024 8:31:58 AM |
Chg.-0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-2.78% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
70.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/24/2023 |
| Last trading day: |
9/19/2024 |
| 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 |
|
|
+6.06% |
| 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): |
7/16/2024 |
0.480 |
| Low (YTD): |
5/17/2024 |
0.140 |
| 52W High: |
10/12/2023 |
0.960 |
| 52W Low: |
5/17/2024 |
0.140 |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| 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: |
|
186.52% |
| Volatility 6M: |
|
187.91% |
| Volatility 1Y: |
|
155.89% |
| Volatility 3Y: |
|
- |
