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

EUWAX
2024-05-28  11:36:16 AM Chg.0.000 Bid1:05:01 PM Ask1:05:01 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.120
Bid Size: 10,000		 0.140
Ask Size: 10,000		 Mondelez Internation... 80.00 USD 2025-03-21 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: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.37
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -1.08
Time value: 0.13
Break-even: 74.96
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.24
Theta: -0.01
Omega: 11.48
Rho: 0.11
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -50.00%
3 Months
  -66.67%
YTD
  -68.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.250 0.110
6M High / 6M Low: 0.520 0.110
High (YTD): 2024-01-30 0.520
Low (YTD): 2024-05-27 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.97%
Volatility 6M:   133.06%
Volatility 1Y:   -
Volatility 3Y:   -