Soc. Generale Call 65 MDLZ 21.03.2025
/ DE000SW7LHZ5
Soc. Generale Call 65 MDLZ 21.03..../ DE000SW7LHZ5 /
| 2024-06-21 9:52:13 AM |
Chg.-0.030 |
Bid10:56:41 AM |
Ask10:56:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-5.45% |
0.540
Bid Size: 7,000 |
0.580
Ask Size: 7,000 |
Mondelez Internation... |
65.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW7LHZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
0.10 |
| Time value: |
0.45 |
| Break-even: |
66.21 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
7.10 |
| Rho: |
0.25 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.89% |
| 1 Month |
|
|
-40.23% |
| 3 Months |
|
|
-49.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.530 |
| 1M High / 1M Low: |
0.870 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
