Soc. Generale Put 80 MDLZ 20.09.2024
/ DE000SV6QXZ4
Soc. Generale Put 80 MDLZ 20.09.2.../ DE000SV6QXZ4 /
| 2024-08-30 9:35:28 PM |
Chg.-0.080 |
Bid9:58:12 PM |
Ask9:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-9.64% |
0.740
Bid Size: 4,100 |
0.750
Ask Size: 4,100 |
Mondelez Internation... |
80.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6QXZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 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: |
-8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
0.74 |
| Time value: |
0.01 |
| Break-even: |
64.92 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
-0.90 |
| Theta: |
-0.02 |
| Omega: |
-7.82 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.690 |
| High: |
0.810 |
| Low: |
0.680 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.06% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-31.82% |
| YTD |
|
|
+1.35% |
| 1 Year |
|
|
-26.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.750 |
| 1M High / 1M Low: |
1.050 |
0.660 |
| 6M High / 6M Low: |
1.400 |
0.660 |
| High (YTD): |
2024-07-15 |
1.400 |
| Low (YTD): |
2024-02-02 |
0.480 |
| 52W High: |
2023-10-12 |
1.800 |
| 52W Low: |
2024-02-02 |
0.480 |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.025 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.981 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
153.46% |
| Volatility 6M: |
|
112.46% |
| Volatility 1Y: |
|
109.09% |
| Volatility 3Y: |
|
- |
