Soc. Generale Put 80 MDLZ 20.09.2024
/ DE000SV6QXZ4
Soc. Generale Put 80 MDLZ 20.09.2.../ DE000SV6QXZ4 /
| 8/9/2024 9:49:07 PM |
Chg.+0.040 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+4.49% |
0.930
Bid Size: 4,000 |
0.940
Ask Size: 4,000 |
Mondelez Internation... |
80.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/24/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
0.94 |
| Time value: |
0.01 |
| Break-even: |
63.79 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
-0.88 |
| Theta: |
-0.01 |
| Omega: |
-5.93 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.820 |
| High: |
1.020 |
| Low: |
0.780 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
-29.01% |
| 3 Months |
|
|
+14.81% |
| YTD |
|
|
+25.68% |
| 1 Year |
|
|
+22.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.890 |
| 1M High / 1M Low: |
1.400 |
0.840 |
| 6M High / 6M Low: |
1.400 |
0.640 |
| High (YTD): |
7/15/2024 |
1.400 |
| Low (YTD): |
2/2/2024 |
0.480 |
| 52W High: |
10/12/2023 |
1.800 |
| 52W Low: |
2/2/2024 |
0.480 |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.986 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
129.70% |
| Volatility 6M: |
|
109.05% |
| Volatility 1Y: |
|
105.67% |
| Volatility 3Y: |
|
- |
