Soc. Generale Call 60 MDLZ 21.03.2025
/ DE000SW320M0
Soc. Generale Call 60 MDLZ 21.03..../ DE000SW320M0 /
| 2024-09-20 9:38:48 PM |
Chg.-0.030 |
Bid9:59:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-2.10% |
1.370
Bid Size: 4,000 |
-
Ask Size: - |
Mondelez Internation... |
60.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW320M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.16 |
| Parity: |
1.28 |
| Time value: |
0.09 |
| Break-even: |
67.45 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
4.83 |
| Rho: |
0.26 |
Quote data
| Open: |
1.300 |
| High: |
1.420 |
| Low: |
1.300 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.41% |
| 1 Month |
|
|
+23.89% |
| 3 Months |
|
|
+62.79% |
| YTD |
|
|
-2.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.400 |
| 1M High / 1M Low: |
1.550 |
1.130 |
| 6M High / 6M Low: |
1.550 |
0.720 |
| High (YTD): |
2024-02-02 |
1.850 |
| Low (YTD): |
2024-07-15 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.093 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.26% |
| Volatility 6M: |
|
91.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
