Soc. Generale Call 75 MDLZ 16.01.2026
/ DE000SW8QRG1
Soc. Generale Call 75 MDLZ 16.01..../ DE000SW8QRG1 /
2024-05-31 9:43:44 PM |
Chg.+0.010 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+2.08% |
0.510 Bid Size: 5,900 |
0.520 Ask Size: 5,900 |
Mondelez Internation... |
75.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
SW8QRG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-08 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.15 |
Parity: |
-0.60 |
Time value: |
0.52 |
Break-even: |
74.33 |
Moneyness: |
0.91 |
Premium: |
0.18 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
0.50 |
Theta: |
-0.01 |
Omega: |
6.06 |
Rho: |
0.43 |
Quote data
Open: |
0.470 |
High: |
0.490 |
Low: |
0.460 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.00% |
1 Month |
|
|
-37.97% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.440 |
1M High / 1M Low: |
0.700 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.600 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |