Soc. Generale Call 300 DPZ 20.09.2024
/ DE000SV7H0E0
Soc. Generale Call 300 DPZ 20.09..../ DE000SV7H0E0 /
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: |
|
- |