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Soc. Generale Put 70 MDLZ 20.09.2.../  DE000SV6QXY7  /

EUWAX
13/06/2024  08:31:50 Chg.+0.110 Bid19:06:52 Ask19:06:52 Underlying Strike price Expiration date Option type
0.420EUR +35.48% 0.420
Bid Size: 150,000		 0.430
Ask Size: 150,000		 Mondelez Internation... 70.00 USD 20/09/2024 Put
 

Master data

WKN: SV6QXY
Issuer: Société Générale
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 20/09/2024
Issue date: 24/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.22
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.36
Implied volatility: 0.20
Historic volatility: 0.16
Parity: 0.36
Time value: 0.07
Break-even: 60.44
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.38%
Delta: -0.66
Theta: -0.01
Omega: -9.40
Rho: -0.12
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+133.33%
3 Months  
+68.00%
YTD  
+50.00%
1 Year  
+7.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.280
1M High / 1M Low: 0.350 0.140
6M High / 6M Low: 0.480 0.140
High (YTD): 17/04/2024 0.480
Low (YTD): 17/05/2024 0.140
52W High: 12/10/2023 0.960
52W Low: 17/05/2024 0.140
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   0.000
Volatility 1M:   220.06%
Volatility 6M:   165.25%
Volatility 1Y:   138.79%
Volatility 3Y:   -