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

EUWAX
20/09/2024  08:28:43 Chg.-0.060 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.610EUR -8.96% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 70.00 USD 21/03/2025 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: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.56
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.38
Implied volatility: 0.18
Historic volatility: 0.16
Parity: 0.38
Time value: 0.25
Break-even: 69.01
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.74
Theta: -0.01
Omega: 7.85
Rho: 0.21
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+35.56%
3 Months  
+110.34%
YTD
  -22.78%
1 Year
  -28.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.610
1M High / 1M Low: 0.720 0.400
6M High / 6M Low: 0.730 0.200
High (YTD): 05/02/2024 1.070
Low (YTD): 16/07/2024 0.200
52W High: 05/02/2024 1.070
52W Low: 16/07/2024 0.200
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.450
Avg. volume 6M:   0.000
Avg. price 1Y:   0.607
Avg. volume 1Y:   0.000
Volatility 1M:   159.65%
Volatility 6M:   150.76%
Volatility 1Y:   125.32%
Volatility 3Y:   -