Soc. Generale Call 65 MDLZ 20.12.2024
/ DE000SU2TLD0
Soc. Generale Call 65 MDLZ 20.12..../ DE000SU2TLD0 /
2024-06-25 9:28:40 AM |
Chg.+0.110 |
Bid5:31:26 PM |
Ask5:31:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+25.00% |
0.530 Bid Size: 150,000 |
0.540 Ask Size: 150,000 |
Mondelez Internation... |
65.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU2TLD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 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: |
10.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.19 |
Historic volatility: |
0.16 |
Parity: |
0.32 |
Time value: |
0.26 |
Break-even: |
66.37 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
7.93 |
Rho: |
0.20 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.95% |
1 Month |
|
|
-12.70% |
3 Months |
|
|
-39.56% |
YTD |
|
|
-46.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.420 |
1M High / 1M Low: |
0.600 |
0.410 |
6M High / 6M Low: |
1.370 |
0.410 |
High (YTD): |
2024-02-05 |
1.370 |
Low (YTD): |
2024-06-17 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.492 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.859 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.18% |
Volatility 6M: |
|
93.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |