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Soc. Generale Call 70 MDLZ 21.03..../  DE000SW3PMD2  /

EUWAX
2024-05-27  8:28:21 AM Chg.-0.040 Bid2:08:21 PM Ask2:08:21 PM Underlying Strike price Expiration date Option type
0.410EUR -8.89% 0.400
Bid Size: 8,000		 0.440
Ask Size: 8,000		 Mondelez Internation... 70.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PMD
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.31
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.16
Time value: 0.44
Break-even: 68.94
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.55
Theta: -0.01
Omega: 7.85
Rho: 0.25
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.31%
1 Month
  -33.87%
3 Months
  -48.75%
YTD
  -48.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.450
1M High / 1M Low: 0.690 0.450
6M High / 6M Low: 1.070 0.390
High (YTD): 2024-02-05 1.070
Low (YTD): 2024-04-16 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.578
Avg. volume 1M:   0.000
Avg. price 6M:   0.724
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.13%
Volatility 6M:   97.86%
Volatility 1Y:   -
Volatility 3Y:   -