OverviewChartNewsTraderScreen

Soc. Generale Call 80 MDLZ 21.03..../  DE000SW3PTN6  /

Frankfurt Zert./SG
23/05/2024  21:44:50 Chg.-0.030 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.140
Bid Size: 10,000		 0.150
Ask Size: 10,000		 Mondelez Internation... 80.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PTN
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.16
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -0.90
Time value: 0.17
Break-even: 75.60
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.29
Theta: -0.01
Omega: 11.04
Rho: 0.14
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -39.13%
3 Months
  -64.10%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.290 0.170
6M High / 6M Low: 0.550 0.130
High (YTD): 02/02/2024 0.550
Low (YTD): 16/04/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.66%
Volatility 6M:   134.72%
Volatility 1Y:   -
Volatility 3Y:   -