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Soc. Generale Call 90 MDLZ 21.03..../  DE000SW3PME0  /

Frankfurt Zert./SG
20/06/2024  21:37:33 Chg.-0.004 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
0.028EUR -12.50% 0.020
Bid Size: 10,000		 0.030
Ask Size: 10,000		 Mondelez Internation... 90.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PME
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 139.93
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -2.22
Time value: 0.04
Break-even: 84.18
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 29.41%
Delta: 0.09
Theta: 0.00
Omega: 12.16
Rho: 0.04
 

Quote data

Open: 0.028
High: 0.029
Low: 0.022
Previous Close: 0.032
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.74%
1 Month
  -24.32%
3 Months
  -64.10%
YTD
  -76.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.023
1M High / 1M Low: 0.041 0.023
6M High / 6M Low: 0.200 0.023
High (YTD): 02/02/2024 0.200
Low (YTD): 13/06/2024 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.42%
Volatility 6M:   170.37%
Volatility 1Y:   -
Volatility 3Y:   -