Soc. Generale Call 65 MDLZ 21.03.2025
/ DE000SW7LHZ5
Soc. Generale Call 65 MDLZ 21.03..../ DE000SW7LHZ5 /
| 2024-05-28 10:09:29 AM |
Chg.-0.010 |
Bid10:39:05 AM |
Ask10:39:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-1.49% |
0.660
Bid Size: 8,000 |
0.710
Ask Size: 8,000 |
Mondelez Internation... |
65.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW7LHZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.30 |
| Time value: |
0.41 |
| Break-even: |
66.95 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
7.58% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
6.26 |
| Rho: |
0.30 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.650 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.51% |
| 1 Month |
|
|
-28.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.670 |
| 1M High / 1M Low: |
1.000 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
