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Soc. Generale Call 85 MDLZ 20.12..../  DE000SU2TCD9  /

EUWAX
2024-05-28  9:27:32 AM Chg.-0.005 Bid3:47:30 PM Ask3:47:30 PM Underlying Strike price Expiration date Option type
0.020EUR -20.00% 0.033
Bid Size: 300,000		 0.043
Ask Size: 300,000		 Mondelez Internation... 85.00 USD 2024-12-20 Call
 

Master data

WKN: SU2TCD
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 161.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.54
Time value: 0.04
Break-even: 78.65
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 56.00%
Delta: 0.10
Theta: 0.00
Omega: 15.65
Rho: 0.03
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.48%
1 Month
  -70.59%
3 Months
  -84.62%
YTD
  -86.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.025
1M High / 1M Low: 0.077 0.025
6M High / 6M Low: 0.250 0.025
High (YTD): 2024-02-05 0.250
Low (YTD): 2024-05-27 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.32%
Volatility 6M:   191.65%
Volatility 1Y:   -
Volatility 3Y:   -