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Soc. Generale Call 65 MDLZ 20.09..../  DE000SW1YZF5  /

Frankfurt Zert./SG
2024-05-31  9:42:04 PM Chg.+0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.470EUR +4.44% 0.500
Bid Size: 7,000		 0.510
Ask Size: 7,000		 Mondelez Internation... 65.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YZF
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.39
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.33
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.33
Time value: 0.18
Break-even: 65.02
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.74
Theta: -0.01
Omega: 9.15
Rho: 0.13
 

Quote data

Open: 0.430
High: 0.470
Low: 0.430
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.08%
1 Month
  -45.35%
3 Months
  -48.35%
YTD
  -50.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.760 0.400
6M High / 6M Low: 1.330 0.400
High (YTD): 2024-02-02 1.330
Low (YTD): 2024-05-29 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   0.838
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.55%
Volatility 6M:   104.71%
Volatility 1Y:   -
Volatility 3Y:   -