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Soc. Generale Call 80 MDLZ 20.12..../  DE000SV459K1  /

EUWAX
5/20/2024  8:28:46 AM Chg.-0.020 Bid7:48:03 AM Ask7:48:03 AM Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.087
Bid Size: 10,000		 0.110
Ask Size: 10,000		 Mondelez Internation... 80.00 USD 12/20/2024 Call
 

Master data

WKN: SV459K
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 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: 59.56
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -0.81
Time value: 0.11
Break-even: 74.68
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.24
Theta: -0.01
Omega: 14.50
Rho: 0.09
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month  
+20.48%
3 Months
  -62.96%
YTD
  -62.96%
1 Year
  -86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.170 0.097
6M High / 6M Low: 0.430 0.070
High (YTD): 1/30/2024 0.430
Low (YTD): 4/16/2024 0.070
52W High: 5/22/2023 0.710
52W Low: 4/16/2024 0.070
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   0.000
Avg. price 1Y:   0.313
Avg. volume 1Y:   0.000
Volatility 1M:   233.91%
Volatility 6M:   163.88%
Volatility 1Y:   144.16%
Volatility 3Y:   -