Soc. Generale Call 60 MDLZ 21.03.2025
/ DE000SW320M0
Soc. Generale Call 60 MDLZ 21.03..../ DE000SW320M0 /
| 2024-05-28 9:15:12 AM |
Chg.-0.04 |
Bid12:52:08 PM |
Ask12:52:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-4.00% |
1.00
Bid Size: 7,000 |
1.06
Ask Size: 7,000 |
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: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.95% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
-34.25% |
| YTD |
|
|
-32.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.00 |
| 1M High / 1M Low: |
1.35 |
1.00 |
| 6M High / 6M Low: |
1.78 |
0.92 |
| High (YTD): |
2024-02-05 |
1.78 |
| Low (YTD): |
2024-04-16 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.32% |
| Volatility 6M: |
|
64.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
