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

EUWAX
20/09/2024  08:28:43 Chg.-0.009 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.022EUR -29.03% -
Bid Size: -		 -
Ask Size: -		 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: 154.74
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -1.41
Time value: 0.04
Break-even: 81.05
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 30.30%
Delta: 0.11
Theta: -0.01
Omega: 16.49
Rho: 0.03
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month  
+4.76%
3 Months  
+69.23%
YTD
  -83.08%
1 Year
  -86.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.022
1M High / 1M Low: 0.047 0.007
6M High / 6M Low: 0.083 0.004
High (YTD): 30/01/2024 0.190
Low (YTD): 24/07/2024 0.004
52W High: 30/01/2024 0.190
52W Low: 24/07/2024 0.004
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   0.077
Avg. volume 1Y:   0.000
Volatility 1M:   996.43%
Volatility 6M:   696.99%
Volatility 1Y:   505.79%
Volatility 3Y:   -