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Soc. Generale Call 75 MDLZ 20.09..../  DE000SW1YZG3  /

Frankfurt Zert./SG
2024-06-19  9:43:48 PM Chg.+0.002 Bid2024-06-19 Ask2024-06-19 Underlying Strike price Expiration date Option type
0.028EUR +7.69% 0.028
Bid Size: 10,000		 0.042
Ask Size: 10,000		 Mondelez Internation... 75.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YZG
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 166.54
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.82
Time value: 0.04
Break-even: 70.21
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 37.04%
Delta: 0.13
Theta: -0.01
Omega: 21.33
Rho: 0.02
 

Quote data

Open: 0.022
High: 0.028
Low: 0.022
Previous Close: 0.026
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -78.46%
3 Months
  -89.23%
YTD
  -92.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.026
1M High / 1M Low: 0.110 0.026
6M High / 6M Low: 0.610 0.026
High (YTD): 2024-02-02 0.610
Low (YTD): 2024-06-18 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.247
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.62%
Volatility 6M:   209.96%
Volatility 1Y:   -
Volatility 3Y:   -