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Soc. Generale Call 70 MDLZ 20.12..../  DE000SV459J3  /

EUWAX
9/26/2024  8:27:33 AM Chg.+0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.450EUR +4.65% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 70.00 USD 12/20/2024 Call
 

Master data

WKN: SV459J
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.31
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.36
Implied volatility: 0.19
Historic volatility: 0.16
Parity: 0.36
Time value: 0.14
Break-even: 67.89
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.77
Theta: -0.02
Omega: 10.25
Rho: 0.11
 

Quote data

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

Performance

1 Week
  -18.18%
1 Month  
+45.16%
3 Months  
+80.00%
YTD
  -37.50%
1 Year
  -42.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.430
1M High / 1M Low: 0.600 0.280
6M High / 6M Low: 0.600 0.100
High (YTD): 1/30/2024 0.990
Low (YTD): 7/16/2024 0.100
52W High: 1/30/2024 0.990
52W Low: 7/16/2024 0.100
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   1,173.913
Avg. price 6M:   0.344
Avg. volume 6M:   248.062
Avg. price 1Y:   0.510
Avg. volume 1Y:   125
Volatility 1M:   341.83%
Volatility 6M:   237.59%
Volatility 1Y:   182.47%
Volatility 3Y:   -