Soc. Generale Call 300 DPZ 20.09..../  DE000SV7H0E0  /

Frankfurt Zert./SG
09/08/2024  21:38:26 Chg.+0.410 Bid21:59:42 Ask- Underlying Strike price Expiration date Option type
12.670EUR +3.34% 12.530
Bid Size: 500
-
Ask Size: -
Dominos Pizza Inc 300.00 - 20/09/2024 Call
 

Master data

WKN: SV7H0E
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 10.28
Intrinsic value: 10.16
Implied volatility: 1.30
Historic volatility: 0.25
Parity: 10.16
Time value: 2.34
Break-even: 425.00
Moneyness: 1.34
Premium: 0.06
Premium p.a.: 0.65
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.59
Omega: 2.62
Rho: 0.23
 

Quote data

Open: 11.750
High: 12.670
Low: 11.750
Previous Close: 12.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month
  -22.74%
3 Months
  -38.85%
YTD  
+10.08%
1 Year  
+8.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.670 11.660
1M High / 1M Low: 17.860 9.740
6M High / 6M Low: 22.050 9.740
High (YTD): 24/06/2024 22.050
Low (YTD): 19/07/2024 9.740
52W High: 24/06/2024 22.050
52W Low: 31/10/2023 6.670
Avg. price 1W:   12.116
Avg. volume 1W:   0.000
Avg. price 1M:   12.903
Avg. volume 1M:   0.000
Avg. price 6M:   16.949
Avg. volume 6M:   0.000
Avg. price 1Y:   13.620
Avg. volume 1Y:   0.000
Volatility 1M:   151.63%
Volatility 6M:   85.58%
Volatility 1Y:   76.31%
Volatility 3Y:   -