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Soc. Generale Call 60 MDLZ 21.03..../  DE000SW320M0  /

Frankfurt Zert./SG
2024-05-28  3:21:44 PM Chg.0.000 Bid3:54:41 PM Ask3:54:41 PM Underlying Strike price Expiration date Option type
0.980EUR 0.00% 1.010
Bid Size: 125,000		 1.020
Ask Size: 125,000		 Mondelez Internation... 60.00 USD 2025-03-21 Call
 

Master data

WKN: SW320M
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-28
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.05
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.76
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.76
Time value: 0.28
Break-even: 65.64
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 6.12%
Delta: 0.84
Theta: -0.01
Omega: 5.05
Rho: 0.34
 

Quote data

Open: 0.980
High: 1.000
Low: 0.980
Previous Close: 0.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.67%
1 Month
  -24.62%
3 Months
  -34.67%
YTD
  -31.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 0.980
1M High / 1M Low: 1.430 0.980
6M High / 6M Low: 1.850 0.940
High (YTD): 2024-02-02 1.850
Low (YTD): 2024-04-15 0.940
52W High: - -
52W Low: - -
Avg. price 1W:   1.108
Avg. volume 1W:   0.000
Avg. price 1M:   1.241
Avg. volume 1M:   0.000
Avg. price 6M:   1.375
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.49%
Volatility 6M:   66.83%
Volatility 1Y:   -
Volatility 3Y:   -