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Soc. Generale Call 260 DPZ 20.09..../  DE000SV7H0C4  /

EUWAX
2024-07-12  9:35:46 AM Chg.-0.41 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
19.04EUR -2.11% -
Bid Size: -		 -
Ask Size: -		 Dominos Pizza Inc 260.00 - 2024-09-20 Call
 

Master data

WKN: SV7H0C
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
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: 19.04
High: 19.04
Low: 19.04
Previous Close: 19.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.93%
1 Month
  -21.61%
3 Months
  -15.38%
YTD  
+31.13%
1 Year  
+43.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 21.91 19.45
1M High / 1M Low: 24.99 19.45
6M High / 6M Low: 24.99 14.35
High (YTD): 2024-06-26 24.99
Low (YTD): 2024-01-05 13.81
52W High: 2024-06-26 24.99
52W Low: 2023-10-31 9.35
Avg. price 1W:   20.81
Avg. volume 1W:   0.00
Avg. price 1M:   23.05
Avg. volume 1M:   0.00
Avg. price 6M:   19.83
Avg. volume 6M:   0.00
Avg. price 1Y:   16.40
Avg. volume 1Y:   0.00
Volatility 1M:   50.31%
Volatility 6M:   56.04%
Volatility 1Y:   54.20%
Volatility 3Y:   -