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Soc. Generale Call 80 MDLZ 20.06..../  DE000SU2YWM8  /

EUWAX
6/14/2024  8:28:22 AM Chg.0.000 Bid11:49:48 AM Ask11:49:48 AM Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.110
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Mondelez Internation... 80.00 USD 6/20/2025 Call
 

Master data

WKN: SU2YWM
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 6/20/2025
Issue date: 11/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.35
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -1.29
Time value: 0.13
Break-even: 75.80
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.22
Theta: -0.01
Omega: 10.51
Rho: 0.13
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -61.29%
3 Months
  -64.71%
YTD
  -70.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.310 0.120
6M High / 6M Low: 0.590 0.120
High (YTD): 2/5/2024 0.590
Low (YTD): 6/13/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.344
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.64%
Volatility 6M:   120.58%
Volatility 1Y:   -
Volatility 3Y:   -