OverviewChartNewsTraderScreen

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

EUWAX
2024-06-06  8:27:26 AM Chg.+0.002 Bid7:32:45 PM Ask7:32:45 PM Underlying Strike price Expiration date Option type
0.047EUR +4.44% 0.053
Bid Size: 250,000		 0.063
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: 105.96
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -2.03
Time value: 0.06
Break-even: 83.36
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 20.41%
Delta: 0.11
Theta: 0.00
Omega: 11.96
Rho: 0.07
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.90%
1 Month
  -44.71%
3 Months
  -60.83%
YTD
  -72.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.042
1M High / 1M Low: 0.099 0.042
6M High / 6M Low: 0.250 0.042
High (YTD): 2024-02-05 0.250
Low (YTD): 2024-05-30 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.74%
Volatility 6M:   166.89%
Volatility 1Y:   -
Volatility 3Y:   -