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Soc. Generale Call 70 MDLZ 21.03..../  DE000SW3PMD2  /

Frankfurt Zert./SG
6/25/2024  10:55:33 AM Chg.0.000 Bid6/25/2024 Ask6/25/2024 Underlying Strike price Expiration date Option type
0.380EUR 0.00% 0.380
Bid Size: 7,900		 0.420
Ask Size: 7,900		 Mondelez Internation... 70.00 USD 3/21/2025 Call
 

Master data

WKN: SW3PMD
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.55
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.15
Time value: 0.41
Break-even: 69.32
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.54
Theta: -0.01
Omega: 8.41
Rho: 0.22
 

Quote data

Open: 0.380
High: 0.380
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.67%
1 Month
  -11.63%
3 Months
  -40.63%
YTD
  -52.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.300
1M High / 1M Low: 0.430 0.300
6M High / 6M Low: 1.120 0.300
High (YTD): 2/2/2024 1.120
Low (YTD): 6/20/2024 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.666
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.93%
Volatility 6M:   104.96%
Volatility 1Y:   -
Volatility 3Y:   -