Soc. Generale Call 260 DPZ 20.09.2024
/ DE000SV7H0C4
Soc. Generale Call 260 DPZ 20.09..../ DE000SV7H0C4 /
12/07/2024 21:39:37 |
Chg.+1.750 |
Bid21:59:51 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
21.510EUR |
+8.86% |
21.290 Bid Size: 500 |
- Ask Size: - |
Dominos Pizza Inc |
260.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SV7H0C |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 - |
Maturity: |
20/09/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
17.69 |
Intrinsic value: |
17.51 |
Implied volatility: |
1.35 |
Historic volatility: |
0.21 |
Parity: |
17.51 |
Time value: |
2.19 |
Break-even: |
457.00 |
Moneyness: |
1.67 |
Premium: |
0.05 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.88 |
Theta: |
-0.39 |
Omega: |
1.94 |
Rho: |
0.36 |
Quote data
Open: |
18.940 |
High: |
21.610 |
Low: |
18.940 |
Previous Close: |
19.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.28% |
1 Month |
|
|
-14.68% |
3 Months |
|
|
-4.99% |
YTD |
|
|
+47.23% |
1 Year |
|
|
+58.28% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
22.600 |
19.760 |
1M High / 1M Low: |
25.730 |
19.760 |
6M High / 6M Low: |
25.730 |
14.350 |
High (YTD): |
24/06/2024 |
25.730 |
Low (YTD): |
05/01/2024 |
13.790 |
52W High: |
24/06/2024 |
25.730 |
52W Low: |
31/10/2023 |
9.350 |
Avg. price 1W: |
|
20.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
23.271 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
20.487 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
16.734 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
62.07% |
Volatility 6M: |
|
55.60% |
Volatility 1Y: |
|
53.89% |
Volatility 3Y: |
|
- |