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

EUWAX
9/3/2024  8:33:11 AM Chg.+0.001 Bid6:20:53 PM Ask6:20:53 PM Underlying Strike price Expiration date Option type
0.021EUR +5.00% 0.028
Bid Size: 200,000		 0.038
Ask Size: 200,000		 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: -185.39
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: 62.90
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 40.00%
Delta: -0.23
Theta: -0.02
Omega: -43.46
Rho: -0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.38%
1 Month
  -90.45%
3 Months
  -92.22%
YTD
  -92.50%
1 Year
  -95.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.020
1M High / 1M Low: 0.200 0.020
6M High / 6M Low: 0.480 0.020
High (YTD): 7/16/2024 0.480
Low (YTD): 9/2/2024 0.020
52W High: 10/12/2023 0.960
52W Low: 9/2/2024 0.020
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.332
Avg. volume 1Y:   0.000
Volatility 1M:   413.42%
Volatility 6M:   246.13%
Volatility 1Y:   199.14%
Volatility 3Y:   -