Soc. Generale Call 300 DPZ 20.12.2024
/ DE000SV7H0M3
Soc. Generale Call 300 DPZ 20.12..../ DE000SV7H0M3 /
12/07/2024 09:35:48 |
Chg.-0.38 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
15.86EUR |
-2.34% |
- Bid Size: - |
- Ask Size: - |
Dominos Pizza Inc |
300.00 - |
20/12/2024 |
Call |
Master data
WKN: |
SV7H0M |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
20/12/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.98 |
Intrinsic value: |
13.51 |
Implied volatility: |
0.80 |
Historic volatility: |
0.21 |
Parity: |
13.51 |
Time value: |
3.01 |
Break-even: |
465.20 |
Moneyness: |
1.45 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.84 |
Theta: |
-0.19 |
Omega: |
2.21 |
Rho: |
0.88 |
Quote data
Open: |
15.86 |
High: |
15.86 |
Low: |
15.86 |
Previous Close: |
16.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.35% |
1 Month |
|
|
-25.15% |
3 Months |
|
|
-18.29% |
YTD |
|
|
+32.72% |
1 Year |
|
|
+39.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
18.68 |
15.86 |
1M High / 1M Low: |
21.72 |
15.86 |
6M High / 6M Low: |
21.72 |
11.80 |
High (YTD): |
26/06/2024 |
21.72 |
Low (YTD): |
05/01/2024 |
11.29 |
52W High: |
26/06/2024 |
21.72 |
52W Low: |
31/10/2023 |
7.35 |
Avg. price 1W: |
|
17.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
19.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
16.87 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
13.79 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
57.21% |
Volatility 6M: |
|
62.95% |
Volatility 1Y: |
|
60.52% |
Volatility 3Y: |
|
- |