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Soc. Generale Call 90 MDLZ 20.06..../  DE000SU2YWN6  /

Frankfurt Zert./SG
2024-05-31  5:52:11 PM Chg.-0.001 Bid6:41:19 PM Ask6:41:19 PM Underlying Strike price Expiration date Option type
0.053EUR -1.85% 0.054
Bid Size: 250,000		 0.064
Ask Size: 250,000		 Mondelez Internation... 90.00 USD 2025-06-20 Call
 

Master data

WKN: SU2YWN
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 93.55
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -2.04
Time value: 0.07
Break-even: 83.76
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 17.54%
Delta: 0.12
Theta: 0.00
Omega: 11.42
Rho: 0.07
 

Quote data

Open: 0.053
High: 0.059
Low: 0.052
Previous Close: 0.054
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.40%
1 Month
  -62.14%
3 Months
  -68.82%
YTD
  -70.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.047
1M High / 1M Low: 0.140 0.047
6M High / 6M Low: 0.270 0.047
High (YTD): 2024-02-02 0.270
Low (YTD): 2024-05-29 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.50%
Volatility 6M:   158.21%
Volatility 1Y:   -
Volatility 3Y:   -