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Soc. Generale Call 320 DPZ 17.01..../  DE000SV7H0R2  /

EUWAX
7/12/2024  9:35:48 AM Chg.-0.36 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
14.31EUR -2.45% -
Bid Size: -		 -
Ask Size: -		 Dominos Pizza Inc 320.00 - 1/17/2025 Call
 

Master data

WKN: SV7H0R
Issuer: Société Générale
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 1/17/2025
Issue date: 6/15/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 13.67
Intrinsic value: 13.06
Implied volatility: 0.73
Historic volatility: 0.21
Parity: 13.06
Time value: 3.43
Break-even: 484.90
Moneyness: 1.41
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -0.18
Omega: 2.26
Rho: 1.07
 

Quote data

Open: 14.31
High: 14.31
Low: 14.31
Previous Close: 14.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.32%
1 Month
  -26.80%
3 Months
  -20.32%
YTD  
+33.49%
1 Year  
+38.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.02 14.31
1M High / 1M Low: 20.00 14.31
6M High / 6M Low: 20.00 10.58
High (YTD): 6/26/2024 20.00
Low (YTD): 1/5/2024 10.09
52W High: 6/26/2024 20.00
52W Low: 10/31/2023 6.44
Avg. price 1W:   15.57
Avg. volume 1W:   0.00
Avg. price 1M:   17.90
Avg. volume 1M:   0.00
Avg. price 6M:   15.44
Avg. volume 6M:   0.00
Avg. price 1Y:   12.53
Avg. volume 1Y:   0.00
Volatility 1M:   61.59%
Volatility 6M:   66.45%
Volatility 1Y:   63.83%
Volatility 3Y:   -