Soc. Generale Call 300 DPZ 17.01.2025
/ DE000SV7H0Q4
Soc. Generale Call 300 DPZ 17.01..../ DE000SV7H0Q4 /
09/08/2024 21:45:40 |
Chg.+0.290 |
Bid21:59:27 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
13.300EUR |
+2.23% |
13.160 Bid Size: 750 |
- Ask Size: - |
Dominos Pizza Inc |
300.00 - |
17/01/2025 |
Call |
Master data
WKN: |
SV7H0Q |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
17/01/2025 |
Issue date: |
15/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.70 |
Intrinsic value: |
10.16 |
Implied volatility: |
0.71 |
Historic volatility: |
0.25 |
Parity: |
10.16 |
Time value: |
2.96 |
Break-even: |
431.20 |
Moneyness: |
1.34 |
Premium: |
0.07 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.18 |
Omega: |
2.49 |
Rho: |
0.86 |
Quote data
Open: |
12.480 |
High: |
13.300 |
Low: |
12.480 |
Previous Close: |
13.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.95% |
1 Month |
|
|
-21.72% |
3 Months |
|
|
-37.29% |
YTD |
|
|
+9.38% |
1 Year |
|
|
+7.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.300 |
12.310 |
1M High / 1M Low: |
18.260 |
10.240 |
6M High / 6M Low: |
22.470 |
10.240 |
High (YTD): |
30/04/2024 |
22.470 |
Low (YTD): |
19/07/2024 |
10.240 |
52W High: |
30/04/2024 |
22.470 |
52W Low: |
31/10/2023 |
7.550 |
Avg. price 1W: |
|
12.792 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.513 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
17.522 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
14.295 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
145.69% |
Volatility 6M: |
|
81.77% |
Volatility 1Y: |
|
71.72% |
Volatility 3Y: |
|
- |