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Soc. Generale Call 90 MDLZ 21.03..../  DE000SW3PME0  /

Frankfurt Zert./SG
2024-06-07  9:59:43 AM Chg.-0.005 Bid10:15:04 AM Ask10:15:04 AM Underlying Strike price Expiration date Option type
0.024EUR -17.24% 0.025
Bid Size: 15,000		 0.039
Ask Size: 15,000		 Mondelez Internation... 90.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PME
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 164.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -2.00
Time value: 0.04
Break-even: 83.01
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 35.71%
Delta: 0.08
Theta: 0.00
Omega: 13.78
Rho: 0.04
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.029
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.58%
1 Month
  -48.94%
3 Months
  -71.43%
YTD
  -80.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.027
1M High / 1M Low: 0.054 0.024
6M High / 6M Low: 0.200 0.024
High (YTD): 2024-02-02 0.200
Low (YTD): 2024-05-29 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.35%
Volatility 6M:   165.35%
Volatility 1Y:   -
Volatility 3Y:   -