OverviewChartNewsTraderScreen

Soc. Generale Call 90 MDLZ 20.06..../  DE000SU2YWN6  /

Frankfurt Zert./SG
2024-05-17  6:45:36 PM Chg.-0.006 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.090EUR -6.25% 0.090
Bid Size: 200,000		 0.100
Ask Size: 200,000		 Mondelez Internation... 90.00 USD 2025-06-20 Call
 

Master data

WKN: SU2YWN
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.16
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.15
Parity: -1.66
Time value: 0.11
Break-even: 83.91
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 14.58%
Delta: 0.18
Theta: -0.01
Omega: 10.94
Rho: 0.12
 

Quote data

Open: 0.092
High: 0.095
Low: 0.089
Previous Close: 0.096
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.22%
1 Month  
+32.35%
3 Months
  -43.75%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.140 0.068
6M High / 6M Low: - -
High (YTD): 2024-02-02 0.270
Low (YTD): 2024-04-16 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -